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JP Morgan Call 235 CDNS 17.01.202.../  DE000JL0VJC8  /

EUWAX
09/07/2024  09:57:41 Chg.-0.24 Bid12:35:22 Ask12:35:22 Underlying Strike price Expiration date Option type
8.64EUR -2.70% 8.68
Bid Size: 5,000		 8.73
Ask Size: 5,000		 Cadence Design Syste... 235.00 - 17/01/2025 Call
 

Master data

WKN: JL0VJC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 235.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.40
Leverage: Yes

Calculated values

Fair value: 6.40
Intrinsic value: 5.80
Implied volatility: 0.65
Historic volatility: 0.23
Parity: 5.80
Time value: 2.83
Break-even: 321.30
Moneyness: 1.25
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.06
Spread %: 0.70%
Delta: 0.77
Theta: -0.12
Omega: 2.62
Rho: 0.73
 

Quote data

Open: 8.64
High: 8.64
Low: 8.64
Previous Close: 8.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.87%
1 Month  
+25.58%
3 Months
  -0.58%
YTD  
+39.13%
1 Year  
+99.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.88 8.01
1M High / 1M Low: 9.80 6.81
6M High / 6M Low: 9.99 5.27
High (YTD): 21/03/2024 9.99
Low (YTD): 05/01/2024 4.91
52W High: 21/03/2024 9.99
52W Low: 18/08/2023 3.71
Avg. price 1W:   8.53
Avg. volume 1W:   0.00
Avg. price 1M:   8.34
Avg. volume 1M:   0.00
Avg. price 6M:   7.63
Avg. volume 6M:   0.00
Avg. price 1Y:   6.33
Avg. volume 1Y:   3.31
Volatility 1M:   89.92%
Volatility 6M:   109.21%
Volatility 1Y:   93.37%
Volatility 3Y:   -