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JP Morgan Call 270 CDNS 17.01.202.../  DE000JL0VJK1  /

EUWAX
2024-12-23  9:51:53 AM Chg.+0.41 Bid9:14:47 PM Ask9:14:47 PM Underlying Strike price Expiration date Option type
3.41EUR +13.67% 3.43
Bid Size: 25,000		 3.45
Ask Size: 25,000		 Cadence Design Syste... 270.00 - 2025-01-17 Call
 

Master data

WKN: JL0VJK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.60
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 1.89
Implied volatility: 0.77
Historic volatility: 0.33
Parity: 1.89
Time value: 1.47
Break-even: 303.60
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 1.06
Spread abs.: 0.03
Spread %: 0.90%
Delta: 0.67
Theta: -0.44
Omega: 5.78
Rho: 0.11
 

Quote data

Open: 3.41
High: 3.41
Low: 3.41
Previous Close: 3.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month
  -12.56%
3 Months  
+41.49%
YTD
  -20.88%
1 Year
  -23.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.38 3.00
1M High / 1M Low: 5.28 3.00
6M High / 6M Low: 6.24 1.14
High (YTD): 2024-03-21 7.52
Low (YTD): 2024-10-23 1.14
52W High: 2024-03-21 7.52
52W Low: 2024-10-23 1.14
Avg. price 1W:   3.76
Avg. volume 1W:   0.00
Avg. price 1M:   4.02
Avg. volume 1M:   0.00
Avg. price 6M:   3.18
Avg. volume 6M:   0.00
Avg. price 1Y:   4.17
Avg. volume 1Y:   .60
Volatility 1M:   193.64%
Volatility 6M:   207.92%
Volatility 1Y:   174.20%
Volatility 3Y:   -