JP Morgan Call 305 CDNS 16.08.2024
/ DE000JB742Y6
JP Morgan Call 305 CDNS 16.08.202.../ DE000JB742Y6 /
| 7/17/2024 11:51:01 AM |
Chg.- |
Bid12:06:43 PM |
Ask12:06:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
- |
0.68
Bid Size: 5,000 |
0.70
Ask Size: 5,000 |
Cadence Design Syste... |
305.00 USD |
8/16/2024 |
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: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
-1.54 |
| Time value: |
0.59 |
| Break-even: |
284.73 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.33 |
| Theta: |
-0.19 |
| Omega: |
14.66 |
| Rho: |
0.06 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.04% |
| 1 Month |
|
|
-50.72% |
| 3 Months |
|
|
-31.66% |
| YTD |
|
|
-20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.36 |
| 1M High / 1M Low: |
3.09 |
1.36 |
| 6M High / 6M Low: |
3.95 |
0.75 |
| High (YTD): |
3/22/2024 |
3.95 |
| Low (YTD): |
4/23/2024 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.23% |
| Volatility 6M: |
|
266.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
