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

EUWAX
10/11/2024  10:58:13 AM Chg.+0.51 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.78EUR +40.16% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 290.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/17/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.66
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.27
Parity: -3.18
Time value: 1.89
Break-even: 308.90
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 0.96
Spread abs.: 0.03
Spread %: 1.61%
Delta: 0.41
Theta: -0.16
Omega: 5.61
Rho: 0.23
 

Quote data

Open: 1.78
High: 1.78
Low: 1.78
Previous Close: 1.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.85%
1 Month  
+29.93%
3 Months
  -59.27%
YTD
  -47.49%
1 Year
  -42.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.12
1M High / 1M Low: 1.84 1.10
6M High / 6M Low: 5.69 0.81
High (YTD): 2/12/2024 6.19
Low (YTD): 9/6/2024 0.81
52W High: 2/12/2024 6.19
52W Low: 9/6/2024 0.81
Avg. price 1W:   1.35
Avg. volume 1W:   0.00
Avg. price 1M:   1.47
Avg. volume 1M:   0.00
Avg. price 6M:   2.74
Avg. volume 6M:   2.08
Avg. price 1Y:   3.34
Avg. volume 1Y:   9.04
Volatility 1M:   220.49%
Volatility 6M:   247.82%
Volatility 1Y:   192.47%
Volatility 3Y:   -