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

EUWAX
11/15/2024  8:38:32 AM Chg.-0.17 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.38EUR -10.97% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 305.00 - 1/17/2025 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: 1/17/2025
Issue date: 5/31/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.37
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.32
Parity: -2.98
Time value: 0.97
Break-even: 314.70
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 1.20
Spread abs.: 0.03
Spread %: 3.19%
Delta: 0.33
Theta: -0.15
Omega: 9.27
Rho: 0.14
 

Quote data

Open: 1.38
High: 1.38
Low: 1.38
Previous Close: 1.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.61%
1 Month  
+53.33%
3 Months
  -15.34%
YTD
  -50.89%
1 Year
  -52.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.55 1.20
1M High / 1M Low: 1.55 0.37
6M High / 6M Low: 4.77 0.37
High (YTD): 2/12/2024 5.29
Low (YTD): 10/25/2024 0.37
52W High: 2/12/2024 5.29
52W Low: 10/25/2024 0.37
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   0.97
Avg. volume 1M:   0.00
Avg. price 6M:   1.82
Avg. volume 6M:   0.00
Avg. price 1Y:   2.58
Avg. volume 1Y:   0.00
Volatility 1M:   389.81%
Volatility 6M:   262.69%
Volatility 1Y:   211.15%
Volatility 3Y:   -