JP Morgan Call 240 CYBR 15.11.2024
/ DE000JT1XP74
JP Morgan Call 240 CYBR 15.11.202.../ DE000JT1XP74 /
| 10/21/2024 8:54:02 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.79EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CyberArk Software Lt... |
240.00 - |
11/15/2024 |
Call |
Master data
| WKN: |
JT1XP7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CyberArk Software Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
11/15/2024 |
| Issue date: |
6/11/2024 |
| Last trading day: |
10/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.64 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
5.01 |
| Historic volatility: |
0.37 |
| Parity: |
3.63 |
| Time value: |
3.04 |
| Break-even: |
306.70 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.96 |
| Spread %: |
16.81% |
| Delta: |
0.70 |
| Theta: |
-7.23 |
| Omega: |
2.92 |
| Rho: |
0.01 |
Quote data
| Open: |
5.79 |
| High: |
5.79 |
| Low: |
5.79 |
| Previous Close: |
5.42 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.08% |
| 3 Months |
|
|
+45.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.79 |
5.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
