OverviewChartNewsTraderScreen

JP Morgan Call 285 CDNS 17.01.202.../  DE000JL09MQ5  /

EUWAX
10/11/2024  8:48:31 AM Chg.+0.06 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
2.02EUR +3.06% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 285.00 - 1/17/2025 Call
 

Master data

WKN: JL09MQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 285.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.24
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.27
Parity: -2.68
Time value: 2.11
Break-even: 306.10
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.90
Spread abs.: 0.03
Spread %: 1.44%
Delta: 0.44
Theta: -0.16
Omega: 5.36
Rho: 0.24
 

Quote data

Open: 2.02
High: 2.02
Low: 2.02
Previous Close: 1.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.28%
1 Month  
+31.17%
3 Months
  -56.37%
YTD
  -44.04%
1 Year
  -37.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.02 1.26
1M High / 1M Low: 2.04 1.23
6M High / 6M Low: 6.02 0.99
High (YTD): 2/12/2024 6.34
Low (YTD): 9/9/2024 0.99
52W High: 2/12/2024 6.34
52W Low: 9/9/2024 0.99
Avg. price 1W:   1.63
Avg. volume 1W:   0.00
Avg. price 1M:   1.65
Avg. volume 1M:   0.00
Avg. price 6M:   2.96
Avg. volume 6M:   0.00
Avg. price 1Y:   3.54
Avg. volume 1Y:   0.00
Volatility 1M:   208.68%
Volatility 6M:   193.58%
Volatility 1Y:   158.67%
Volatility 3Y:   -