JP Morgan Put 540 SNPS 20.09.2024
/ DE000JK1YJE7
JP Morgan Put 540 SNPS 20.09.2024/ DE000JK1YJE7 /
| 8/30/2024 11:53:43 AM |
Chg.-0.090 |
Bid9:58:10 PM |
Ask9:58:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-25.71% |
0.260
Bid Size: 7,500 |
0.280
Ask Size: 7,500 |
Synopsys Inc |
540.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JK1YJE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Synopsys Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
0.18 |
| Time value: |
0.10 |
| Break-even: |
460.81 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
-0.63 |
| Theta: |
-0.38 |
| Omega: |
-10.66 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.50% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.210 |
| 1M High / 1M Low: |
0.630 |
0.160 |
| 6M High / 6M Low: |
0.630 |
0.094 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
407.12% |
| Volatility 6M: |
|
262.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
