JP Morgan Call 295 CYBR 15.11.2024
/ DE000JV0XQF0
JP Morgan Call 295 CYBR 15.11.202.../ DE000JV0XQF0 /
| 12/11/2024 11:13:09 |
Chg.-0.07 |
Bid20:39:07 |
Ask20:39:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-6.25% |
1.36
Bid Size: 5,000 |
1.66
Ask Size: 5,000 |
CyberArk Software Lt... |
295.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JV0XQF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CyberArk Software Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
295.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/09/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.82 |
| Historic volatility: |
0.37 |
| Parity: |
-0.04 |
| Time value: |
1.80 |
| Break-even: |
294.66 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.70 |
| Spread %: |
63.64% |
| Delta: |
0.53 |
| Theta: |
-3.03 |
| Omega: |
8.14 |
| Rho: |
0.01 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.91% |
| 1 Month |
|
|
-28.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
0.55 |
| 1M High / 1M Low: |
1.67 |
0.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
