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JP Morgan Call 310 CDNS 17.01.202.../  DE000JL4Z477  /

EUWAX
2024-12-23  8:55:22 AM Chg.+0.040 Bid8:46:15 PM Ask8:46:15 PM Underlying Strike price Expiration date Option type
0.740EUR +5.71% 0.720
Bid Size: 50,000		 0.730
Ask Size: 50,000		 Cadence Design Syste... 310.00 - 2025-01-17 Call
 

Master data

WKN: JL4Z47
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 310.00 -
Maturity: 2025-01-17
Issue date: 2023-06-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.58
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.33
Parity: -2.11
Time value: 0.73
Break-even: 317.30
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 2.92
Spread abs.: 0.02
Spread %: 2.82%
Delta: 0.32
Theta: -0.27
Omega: 12.71
Rho: 0.06
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.73%
1 Month
  -44.78%
3 Months
  -19.57%
YTD
  -71.65%
1 Year
  -72.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 0.700
1M High / 1M Low: 2.080 0.700
6M High / 6M Low: 3.750 0.320
High (YTD): 2024-03-21 5.180
Low (YTD): 2024-10-25 0.320
52W High: 2024-03-21 5.180
52W Low: 2024-10-25 0.320
Avg. price 1W:   1.042
Avg. volume 1W:   0.000
Avg. price 1M:   1.266
Avg. volume 1M:   0.000
Avg. price 6M:   1.336
Avg. volume 6M:   0.000
Avg. price 1Y:   2.271
Avg. volume 1Y:   0.000
Volatility 1M:   354.20%
Volatility 6M:   308.37%
Volatility 1Y:   244.29%
Volatility 3Y:   -