JP Morgan Call 235 CYBR 16.08.2024
/ DE000JK2E139
JP Morgan Call 235 CYBR 16.08.202.../ DE000JK2E139 /
| 2024-07-15 10:08:33 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.60EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CyberArk Software Lt... |
235.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
JK2E13 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CyberArk Software Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-07-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
2.21 |
| Historic volatility: |
0.39 |
| Parity: |
0.23 |
| Time value: |
4.73 |
| Break-even: |
284.60 |
| Moneyness: |
1.01 |
| Premium: |
0.20 |
| Premium p.a.: |
26.58 |
| Spread abs.: |
1.00 |
| Spread %: |
25.25% |
| Delta: |
0.61 |
| Theta: |
-1.19 |
| Omega: |
2.92 |
| Rho: |
0.05 |
Quote data
| Open: |
3.60 |
| High: |
3.60 |
| Low: |
3.60 |
| Previous Close: |
3.35 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+17.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.92 |
3.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
