JP Morgan Put 155 CHKP 15.11.2024
/ DE000JK1RB44
JP Morgan Put 155 CHKP 15.11.2024/ DE000JK1RB44 /
| 2024-06-04 8:17:11 AM |
Chg.0.000 |
Bid10:30:42 AM |
Ask10:30:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
0.00% |
0.900
Bid Size: 2,000 |
0.990
Ask Size: 2,000 |
Check Point Software... |
155.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK1RB4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Check Point Software Technologies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.26 |
| Time value: |
0.71 |
| Break-even: |
132.41 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
8.99% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-6.75 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.76% |
| 1 Month |
|
|
-12.62% |
| 3 Months |
|
|
-6.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.710 |
| 1M High / 1M Low: |
1.140 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
