JP Morgan Call 315 CDNS 16.08.2024
/ DE000JB74308
JP Morgan Call 315 CDNS 16.08.202.../ DE000JB74308 /
2024-06-27 2:20:50 PM |
Chg.- |
Bid10:55:21 AM |
Ask10:55:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.19EUR |
- |
1.21 Bid Size: 5,000 |
1.23 Ask Size: 5,000 |
Cadence Design Syste... |
315.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
JB7430 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
315.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
-0.66 |
Time value: |
1.17 |
Break-even: |
305.88 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.02 |
Spread %: |
1.74% |
Delta: |
0.47 |
Theta: |
-0.15 |
Omega: |
11.46 |
Rho: |
0.16 |
Quote data
Open: |
1.19 |
High: |
1.19 |
Low: |
1.19 |
Previous Close: |
1.39 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.88% |
1 Month |
|
|
+27.96% |
3 Months |
|
|
-53.70% |
YTD |
|
|
-14.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.81 |
1.19 |
1M High / 1M Low: |
2.45 |
0.58 |
6M High / 6M Low: |
3.40 |
0.55 |
High (YTD): |
2024-03-22 |
3.40 |
Low (YTD): |
2024-04-23 |
0.55 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.70 |
Avg. volume 6M: |
|
1,048.39 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
303.78% |
Volatility 6M: |
|
303.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |