JP Morgan Call 245 CDNS 17.01.2025
/ DE000JL0VJE4
JP Morgan Call 245 CDNS 17.01.202.../ DE000JL0VJE4 /
7/9/2024 9:57:41 AM |
Chg.-0.24 |
Bid6:37:54 PM |
Ask6:37:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.84EUR |
-2.97% |
7.57 Bid Size: 25,000 |
7.60 Ask Size: 25,000 |
Cadence Design Syste... |
245.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
4/6/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.53 |
Intrinsic value: |
4.80 |
Implied volatility: |
0.62 |
Historic volatility: |
0.23 |
Parity: |
4.80 |
Time value: |
3.03 |
Break-even: |
323.30 |
Moneyness: |
1.20 |
Premium: |
0.10 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.05 |
Spread %: |
0.64% |
Delta: |
0.75 |
Theta: |
-0.12 |
Omega: |
2.80 |
Rho: |
0.74 |
Quote data
Open: |
7.84 |
High: |
7.84 |
Low: |
7.84 |
Previous Close: |
8.08 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.44% |
1 Month |
|
|
+27.27% |
3 Months |
|
|
-1.75% |
YTD |
|
|
+39.25% |
1 Year |
|
|
+101.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.08 |
7.23 |
1M High / 1M Low: |
8.99 |
6.08 |
6M High / 6M Low: |
9.25 |
4.66 |
High (YTD): |
3/21/2024 |
9.25 |
Low (YTD): |
1/5/2024 |
4.38 |
52W High: |
3/21/2024 |
9.25 |
52W Low: |
8/18/2023 |
3.31 |
Avg. price 1W: |
|
7.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.93 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.73 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
96.15% |
Volatility 6M: |
|
110.58% |
Volatility 1Y: |
|
95.94% |
Volatility 3Y: |
|
- |