JP Morgan Call 290 CYBR 16.08.202.../  DE000JK2HN09  /

EUWAX
2024-07-26  8:57:03 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.250EUR -3.85% -
Bid Size: -
-
Ask Size: -
CyberArk Software Lt... 290.00 USD 2024-08-16 Call
 

Master data

WKN: JK2HN0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CyberArk Software Ltd
Type: Warrant
Option type: Call
Strike price: 290.00 USD
Maturity: 2024-08-16
Issue date: 2024-02-14
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.79
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.39
Parity: -2.98
Time value: 0.92
Break-even: 276.34
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 15.11
Spread abs.: 0.70
Spread %: 318.18%
Delta: 0.32
Theta: -0.44
Omega: 8.30
Rho: 0.04
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.21%
1 Month
  -60.94%
3 Months
  -75.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.250
1M High / 1M Low: 0.990 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   270.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -