JP Morgan Call 305 CDNS 16.08.2024
/ DE000JB742Y6
JP Morgan Call 305 CDNS 16.08.202.../ DE000JB742Y6 /
| 16/07/2024 12:01:07 |
Chg.-0.08 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
-4.12% |
-
Bid Size: - |
-
Ask Size: - |
Cadence Design Syste... |
305.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB742Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
305.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.98 |
| Time value: |
0.73 |
| Break-even: |
296.93 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.67 |
| Theta: |
-0.18 |
| Omega: |
11.34 |
| Rho: |
0.15 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
1.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.00% |
| 1 Month |
|
|
+9.41% |
| 3 Months |
|
|
-22.18% |
| YTD |
|
|
+9.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.89 |
| 1M High / 1M Low: |
3.09 |
1.66 |
| 6M High / 6M Low: |
3.95 |
0.75 |
| High (YTD): |
22/03/2024 |
3.95 |
| Low (YTD): |
23/04/2024 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.09% |
| Volatility 6M: |
|
263.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
