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JP Morgan Call 260 CDNS 17.01.202.../  DE000JL0VJG9  /

EUWAX
11/15/2024  9:51:24 AM Chg.-0.46 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
4.29EUR -9.68% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 260.00 - 1/17/2025 Call
 

Master data

WKN: JL0VJG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.26
Leverage: Yes

Calculated values

Fair value: 3.33
Intrinsic value: 2.78
Implied volatility: 0.65
Historic volatility: 0.31
Parity: 2.78
Time value: 1.82
Break-even: 306.00
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 0.88%
Delta: 0.70
Theta: -0.23
Omega: 4.40
Rho: 0.27
 

Quote data

Open: 4.29
High: 4.29
Low: 4.29
Previous Close: 4.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.38%
1 Month  
+60.67%
3 Months  
+15.63%
YTD
  -10.81%
1 Year
  -10.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.75 4.04
1M High / 1M Low: 4.75 1.51
6M High / 6M Low: 7.82 1.51
High (YTD): 3/21/2024 8.19
Low (YTD): 10/23/2024 1.51
52W High: 3/21/2024 8.19
52W Low: 10/23/2024 1.51
Avg. price 1W:   4.41
Avg. volume 1W:   0.00
Avg. price 1M:   3.10
Avg. volume 1M:   0.00
Avg. price 6M:   3.96
Avg. volume 6M:   91.82
Avg. price 1Y:   4.77
Avg. volume 1Y:   49.32
Volatility 1M:   270.06%
Volatility 6M:   177.34%
Volatility 1Y:   153.55%
Volatility 3Y:   -