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JP Morgan Call 275 CDNS 17.01.202.../  DE000JL0VJL9  /

EUWAX
10/11/2024  9:58:27 AM Chg.+0.67 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
2.52EUR +36.22% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 275.00 - 1/17/2025 Call
 

Master data

WKN: JL0VJL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 275.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.93
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.27
Parity: -1.68
Time value: 2.60
Break-even: 301.00
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.78
Spread abs.: 0.03
Spread %: 1.17%
Delta: 0.49
Theta: -0.17
Omega: 4.89
Rho: 0.27
 

Quote data

Open: 2.52
High: 2.52
Low: 2.52
Previous Close: 1.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+32.63%
3 Months
  -52.00%
YTD
  -38.08%
1 Year
  -30.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.52 1.63
1M High / 1M Low: 2.53 1.62
6M High / 6M Low: 6.71 1.26
High (YTD): 3/21/2024 7.19
Low (YTD): 9/6/2024 1.26
52W High: 3/21/2024 7.19
52W Low: 9/6/2024 1.26
Avg. price 1W:   1.96
Avg. volume 1W:   0.00
Avg. price 1M:   2.07
Avg. volume 1M:   0.00
Avg. price 6M:   3.46
Avg. volume 6M:   0.00
Avg. price 1Y:   4.04
Avg. volume 1Y:   26.33
Volatility 1M:   194.02%
Volatility 6M:   173.69%
Volatility 1Y:   146.90%
Volatility 3Y:   -