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: |
|
- |