JP Morgan Call 270 CYBR 15.11.2024
/ DE000JT1YYS7
JP Morgan Call 270 CYBR 15.11.202.../ DE000JT1YYS7 /
| 11/12/2024 8:48:35 AM |
Chg.-0.05 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
-1.89% |
-
Bid Size: - |
-
Ask Size: - |
CyberArk Software Lt... |
270.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JT1YYS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CyberArk Software Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
6/11/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
2.35 |
| Historic volatility: |
0.37 |
| Parity: |
2.31 |
| Time value: |
1.28 |
| Break-even: |
289.11 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
1.00 |
| Spread %: |
38.61% |
| Delta: |
0.70 |
| Theta: |
-3.44 |
| Omega: |
5.37 |
| Rho: |
0.01 |
Quote data
| Open: |
2.60 |
| High: |
2.60 |
| Low: |
2.60 |
| Previous Close: |
2.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.05% |
| 1 Month |
|
|
-11.26% |
| 3 Months |
|
|
+17.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
1.39 |
| 1M High / 1M Low: |
3.32 |
1.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
