JP Morgan Put 250 CYBR 15.11.2024/  DE000JT2EM61  /

EUWAX
08/11/2024  10:12:22 Chg.-0.018 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.072EUR -20.00% -
Bid Size: -
-
Ask Size: -
CyberArk Software Lt... 250.00 USD 15/11/2024 Put
 

Master data

WKN: JT2EM6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CyberArk Software Ltd
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 15/11/2024
Issue date: 12/06/2024
Last trading day: 14/11/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.98
Historic volatility: 0.37
Parity: -4.41
Time value: 1.09
Break-even: 220.68
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.00
Spread abs.: 1.01
Spread %: 1,182.35%
Delta: -0.22
Theta: -1.59
Omega: -5.54
Rho: -0.01
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -78.82%
1 Month
  -86.67%
3 Months
  -96.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.090
1M High / 1M Low: 0.540 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   358.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -