JP Morgan Put 165 CHKP 15.11.2024
/ DE000JK267H8
JP Morgan Put 165 CHKP 15.11.2024/ DE000JK267H8 /
| 2024-06-07 9:00:09 AM |
Chg.-0.06 |
Bid4:22:48 PM |
Ask4:22:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-4.69% |
1.17
Bid Size: 30,000 |
1.20
Ask Size: 30,000 |
Check Point Software... |
165.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK267H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Check Point Software Technologies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
1.08 |
| Time value: |
0.24 |
| Break-even: |
138.29 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.09 |
| Spread %: |
7.32% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-6.69 |
| Rho: |
-0.45 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.05% |
| 1 Month |
|
|
-14.69% |
| 3 Months |
|
|
-10.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.28 |
| 1M High / 1M Low: |
1.85 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
