JP Morgan Call 260 CYBR 15.11.2024
/ DE000JT1YYQ1
JP Morgan Call 260 CYBR 15.11.202.../ DE000JT1YYQ1 /
| 2024-11-12 8:48:36 AM |
Chg.-0.04 |
Bid8:37:20 PM |
Ask8:37:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.40EUR |
-1.16% |
3.76
Bid Size: 2,000 |
4.46
Ask Size: 2,000 |
CyberArk Software Lt... |
260.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JT1YYQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CyberArk Software Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-06-11 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
2.57 |
| Historic volatility: |
0.37 |
| Parity: |
3.25 |
| Time value: |
1.13 |
| Break-even: |
287.63 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
1.00 |
| Spread %: |
29.59% |
| Delta: |
0.74 |
| Theta: |
-3.48 |
| Omega: |
4.69 |
| Rho: |
0.01 |
Quote data
| Open: |
3.40 |
| High: |
3.40 |
| Low: |
3.40 |
| Previous Close: |
3.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.47% |
| 1 Month |
|
|
-6.85% |
| 3 Months |
|
|
+24.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.57 |
1.96 |
| 1M High / 1M Low: |
4.09 |
1.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
