JP Morgan Call 280 CDNS 16.08.2024
/ DE000JB742T6
JP Morgan Call 280 CDNS 16.08.202.../ DE000JB742T6 /
| 6/20/2024 12:03:50 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.01EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Cadence Design Syste... |
280.00 - |
8/16/2024 |
Call |
Master data
| WKN: |
JB742T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
6/26/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.23 |
| Parity: |
1.30 |
| Time value: |
3.77 |
| Break-even: |
330.70 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
2.20 |
| Spread abs.: |
0.03 |
| Spread %: |
0.60% |
| Delta: |
0.63 |
| Theta: |
-0.57 |
| Omega: |
3.61 |
| Rho: |
0.14 |
Quote data
| Open: |
5.01 |
| High: |
5.01 |
| Low: |
5.01 |
| Previous Close: |
4.94 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+100.40% |
| 3 Months |
|
|
+12.58% |
| YTD |
|
|
+86.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.01 |
2.36 |
| 6M High / 6M Low: |
5.56 |
1.52 |
| High (YTD): |
3/22/2024 |
5.56 |
| Low (YTD): |
4/23/2024 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.39 |
| Avg. volume 6M: |
|
25.59 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.35% |
| Volatility 6M: |
|
215.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
