OverviewChartNewsTraderScreen

JP Morgan Call 305 CDNS 17.01.202.../  DE000JL5EW63  /

EUWAX
09/09/2024  08:43:52 Chg.-0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.580EUR -1.69% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 305.00 - 17/01/2025 Call
 

Master data

WKN: JL5EW6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 305.00 -
Maturity: 17/01/2025
Issue date: 31/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.60
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.27
Parity: -8.17
Time value: 0.61
Break-even: 311.10
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 1.54
Spread abs.: 0.04
Spread %: 7.02%
Delta: 0.19
Theta: -0.07
Omega: 7.03
Rho: 0.13
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.00%
1 Month
  -57.35%
3 Months
  -78.52%
YTD
  -79.36%
1 Year
  -66.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.590
1M High / 1M Low: 1.660 0.590
6M High / 6M Low: 5.240 0.590
High (YTD): 12/02/2024 5.290
Low (YTD): 06/09/2024 0.590
52W High: 12/02/2024 5.290
52W Low: 06/09/2024 0.590
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   1.197
Avg. volume 1M:   0.000
Avg. price 6M:   2.765
Avg. volume 6M:   0.000
Avg. price 1Y:   2.813
Avg. volume 1Y:   0.000
Volatility 1M:   181.73%
Volatility 6M:   195.08%
Volatility 1Y:   167.21%
Volatility 3Y:   -