JP Morgan Put 560 SNPS 20.09.2024
/ DE000JK2EPP0
JP Morgan Put 560 SNPS 20.09.2024/ DE000JK2EPP0 /
8/30/2024 10:03:43 AM |
Chg.-0.110 |
Bid9:55:15 PM |
Ask9:55:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-22.00% |
0.390 Bid Size: 7,500 |
0.410 Ask Size: 7,500 |
Synopsys Inc |
560.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JK2EPP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Synopsys Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
560.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
2/7/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.39 |
Historic volatility: |
0.28 |
Parity: |
0.37 |
Time value: |
0.04 |
Break-even: |
465.91 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
5.13% |
Delta: |
-0.77 |
Theta: |
-0.28 |
Omega: |
-8.87 |
Rho: |
-0.22 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+56.00% |
1 Month |
|
|
-15.22% |
3 Months |
|
|
+8.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.300 |
1M High / 1M Low: |
0.770 |
0.180 |
6M High / 6M Low: |
0.770 |
0.140 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.394 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.437 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.392 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
404.77% |
Volatility 6M: |
|
252.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |