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

EUWAX
15/11/2024  09:51:25 Chg.-0.44 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
3.49EUR -11.20% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 270.00 - 17/01/2025 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: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.93
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 0.52
Implied volatility: 0.54
Historic volatility: 0.32
Parity: 0.52
Time value: 2.25
Break-even: 297.70
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.59
Spread abs.: 0.03
Spread %: 1.09%
Delta: 0.59
Theta: -0.20
Omega: 5.83
Rho: 0.23
 

Quote data

Open: 3.49
High: 3.49
Low: 3.49
Previous Close: 3.93
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.64%
1 Month  
+61.57%
3 Months  
+10.79%
YTD
  -19.03%
1 Year
  -18.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.93 3.27
1M High / 1M Low: 3.93 1.14
6M High / 6M Low: 7.07 1.14
High (YTD): 21/03/2024 7.52
Low (YTD): 23/10/2024 1.14
52W High: 21/03/2024 7.52
52W Low: 23/10/2024 1.14
Avg. price 1W:   3.61
Avg. volume 1W:   0.00
Avg. price 1M:   2.50
Avg. volume 1M:   0.00
Avg. price 6M:   3.39
Avg. volume 6M:   0.00
Avg. price 1Y:   4.21
Avg. volume 1Y:   .60
Volatility 1M:   296.76%
Volatility 6M:   195.84%
Volatility 1Y:   163.99%
Volatility 3Y:   -