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

EUWAX
10/11/2024  8:41:35 AM Chg.+0.05 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.25EUR +4.17% -
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: 19.56
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.27
Parity: -4.68
Time value: 1.32
Break-even: 318.20
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 1.19
Spread abs.: 0.03
Spread %: 2.33%
Delta: 0.33
Theta: -0.14
Omega: 6.43
Rho: 0.19
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.35%
1 Month  
+32.98%
3 Months
  -64.18%
YTD
  -55.52%
1 Year
  -54.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.25 0.72
1M High / 1M Low: 1.29 0.71
6M High / 6M Low: 4.77 0.58
High (YTD): 2/12/2024 5.29
Low (YTD): 9/9/2024 0.58
52W High: 2/12/2024 5.29
52W Low: 9/9/2024 0.58
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.00
Avg. volume 1M:   0.00
Avg. price 6M:   2.13
Avg. volume 6M:   0.00
Avg. price 1Y:   2.71
Avg. volume 1Y:   0.00
Volatility 1M:   240.51%
Volatility 6M:   221.63%
Volatility 1Y:   180.09%
Volatility 3Y:   -