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JP Morgan Call 245 CDNS 17.01.202.../  DE000JL0VJE4  /

EUWAX
2024-12-23  9:51:52 AM Chg.+0.51 Bid9:02:46 PM Ask9:02:46 PM Underlying Strike price Expiration date Option type
5.68EUR +9.86% 5.69
Bid Size: 20,000		 -
Ask Size: -		 Cadence Design Syste... 245.00 - 2025-01-17 Call
 

Master data

WKN: JL0VJE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.81
Leverage: Yes

Calculated values

Fair value: 4.46
Intrinsic value: 4.39
Implied volatility: 0.73
Historic volatility: 0.33
Parity: 4.39
Time value: 0.58
Break-even: 294.70
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.33
Spread abs.: -0.61
Spread %: -10.93%
Delta: 0.83
Theta: -0.29
Omega: 4.85
Rho: 0.13
 

Quote data

Open: 5.68
High: 5.68
Low: 5.68
Previous Close: 5.17
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.33%
1 Month
  -5.80%
3 Months  
+47.92%
YTD  
+0.89%
1 Year
  -1.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.67 5.17
1M High / 1M Low: 7.56 5.17
6M High / 6M Low: 8.10 2.21
High (YTD): 2024-03-21 9.25
Low (YTD): 2024-10-23 2.21
52W High: 2024-03-21 9.25
52W Low: 2024-10-23 2.21
Avg. price 1W:   6.01
Avg. volume 1W:   0.00
Avg. price 1M:   6.26
Avg. volume 1M:   0.00
Avg. price 6M:   4.80
Avg. volume 6M:   0.00
Avg. price 1Y:   5.76
Avg. volume 1Y:   0.00
Volatility 1M:   133.93%
Volatility 6M:   172.22%
Volatility 1Y:   145.07%
Volatility 3Y:   -