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JP Morgan Call 320 CDNS 17.01.202.../  DE000JL8TNY1  /

EUWAX
2024-12-23  8:49:54 AM Chg.-0.010 Bid8:59:26 PM Ask8:59:26 PM Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.370
Bid Size: 30,000		 0.390
Ask Size: 30,000		 Cadence Design Syste... 320.00 USD 2025-01-17 Call
 

Master data

WKN: JL8TNY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-18
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 67.20
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.33
Parity: -1.78
Time value: 0.43
Break-even: 311.01
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 1.93
Spread abs.: 0.03
Spread %: 7.50%
Delta: 0.28
Theta: -0.18
Omega: 18.66
Rho: 0.05
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -59.62%
3 Months
  -40.00%
YTD
  -81.66%
1 Year
  -82.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.430
1M High / 1M Low: 1.510 0.430
6M High / 6M Low: 3.260 0.230
High (YTD): 2024-03-21 4.680
Low (YTD): 2024-10-25 0.230
52W High: 2024-03-21 4.680
52W Low: 2024-10-25 0.230
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.853
Avg. volume 1M:   0.000
Avg. price 6M:   1.041
Avg. volume 6M:   9.690
Avg. price 1Y:   1.929
Avg. volume 1Y:   7.708
Volatility 1M:   406.44%
Volatility 6M:   389.93%
Volatility 1Y:   305.81%
Volatility 3Y:   -