JP Morgan Call 580 SNPS 20.09.2024
/ DE000JK1YJM0
JP Morgan Call 580 SNPS 20.09.202.../ DE000JK1YJM0 /
| 30/08/2024 11:53:43 |
Chg.+0.001 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+4.00% |
0.021
Bid Size: 5,000 |
0.041
Ask Size: 5,000 |
Synopsys Inc |
580.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JK1YJM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Synopsys Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
114.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
-0.55 |
| Time value: |
0.04 |
| Break-even: |
529.12 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
7.58 |
| Spread abs.: |
0.02 |
| Spread %: |
95.24% |
| Delta: |
0.16 |
| Theta: |
-0.31 |
| Omega: |
18.85 |
| Rho: |
0.04 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-80.00% |
| 1 Month |
|
|
-86.32% |
| 3 Months |
|
|
-93.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.073 |
0.025 |
| 1M High / 1M Low: |
0.280 |
0.025 |
| 6M High / 6M Low: |
0.830 |
0.025 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.443 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
505.60% |
| Volatility 6M: |
|
264.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
