JP Morgan Call 325 CDNS 16.08.2024
/ DE000JB88R04
JP Morgan Call 325 CDNS 16.08.202.../ DE000JB88R04 /
| 7/9/2024 10:29:28 AM |
Chg.-0.10 |
Bid9:44:57 PM |
Ask9:44:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-8.77% |
0.98
Bid Size: 50,000 |
0.99
Ask Size: 50,000 |
Cadence Design Syste... |
325.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB88R0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-0.71 |
| Time value: |
1.04 |
| Break-even: |
310.47 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
0.45 |
| Theta: |
-0.18 |
| Omega: |
12.70 |
| Rho: |
0.13 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.30% |
| 1 Month |
|
|
+65.08% |
| 3 Months |
|
|
-48.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.83 |
| 1M High / 1M Low: |
1.90 |
0.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
500 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
225 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
