JP Morgan Call 275 CDNS 21.02.2025
/ DE000JT3Z6U8
JP Morgan Call 275 CDNS 21.02.202.../ DE000JT3Z6U8 /
| 2024-12-23 12:07:20 PM |
Chg.+0.40 |
Bid2024-12-23 |
Ask2024-12-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.53EUR |
+12.78% |
3.53
Bid Size: 7,500 |
3.56
Ask Size: 7,500 |
Cadence Design Syste... |
275.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
JT3Z6U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-07-22 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
2.54 |
| Time value: |
0.87 |
| Break-even: |
297.60 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
0.85% |
| Delta: |
0.75 |
| Theta: |
-0.14 |
| Omega: |
6.39 |
| Rho: |
0.30 |
Quote data
| Open: |
3.53 |
| High: |
3.53 |
| Low: |
3.53 |
| Previous Close: |
3.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.03% |
| 1 Month |
|
|
-12.84% |
| 3 Months |
|
|
+42.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.47 |
3.13 |
| 1M High / 1M Low: |
4.74 |
3.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
