JP Morgan Call 315 CDNS 16.08.2024
/ DE000JB74308
JP Morgan Call 315 CDNS 16.08.202.../ DE000JB74308 /
| 7/16/2024 12:01:07 PM |
Chg.-0.07 |
Bid9:52:48 PM |
Ask9:52:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
-5.00% |
1.14
Bid Size: 50,000 |
1.15
Ask Size: 50,000 |
Cadence Design Syste... |
315.00 USD |
8/16/2024 |
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: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
0.06 |
| Time value: |
1.28 |
| Break-even: |
302.44 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.02 |
| Spread %: |
1.52% |
| Delta: |
0.54 |
| Theta: |
-0.22 |
| Omega: |
11.68 |
| Rho: |
0.12 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+6.40% |
| 3 Months |
|
|
-32.49% |
| YTD |
|
|
-4.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.36 |
| 1M High / 1M Low: |
2.45 |
1.19 |
| 6M High / 6M Low: |
3.40 |
0.55 |
| High (YTD): |
3/22/2024 |
3.40 |
| Low (YTD): |
4/23/2024 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
1,048.39 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.15% |
| Volatility 6M: |
|
303.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
