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JP Morgan Call 290 CDNS 17.01.202.../  DE000JL0CER7  /

EUWAX
2024-12-23  10:51:19 AM Chg.+0.29 Bid9:07:26 PM Ask9:07:26 PM Underlying Strike price Expiration date Option type
1.81EUR +19.08% 1.79
Bid Size: 30,000		 1.80
Ask Size: 30,000		 Cadence Design Syste... 290.00 - 2025-01-17 Call
 

Master data

WKN: JL0CER
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 290.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.05
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.33
Parity: -0.11
Time value: 1.80
Break-even: 308.00
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 1.54
Spread abs.: 0.02
Spread %: 1.12%
Delta: 0.53
Theta: -0.37
Omega: 8.46
Rho: 0.09
 

Quote data

Open: 1.81
High: 1.81
Low: 1.81
Previous Close: 1.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.20%
1 Month
  -27.31%
3 Months  
+18.30%
YTD
  -46.61%
1 Year
  -49.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.59 1.52
1M High / 1M Low: 3.14 1.52
6M High / 6M Low: 4.92 0.63
High (YTD): 2024-02-12 6.19
Low (YTD): 2024-10-25 0.63
52W High: 2024-02-12 6.19
52W Low: 2024-10-25 0.63
Avg. price 1W:   2.16
Avg. volume 1W:   0.00
Avg. price 1M:   2.39
Avg. volume 1M:   0.00
Avg. price 6M:   2.10
Avg. volume 6M:   1.04
Avg. price 1Y:   3.12
Avg. volume 1Y:   5.10
Volatility 1M:   219.67%
Volatility 6M:   298.42%
Volatility 1Y:   232.59%
Volatility 3Y:   -