JP Morgan Call 330 CDNS 17.01.2025
/ DE000JB3R7E8
JP Morgan Call 330 CDNS 17.01.202.../ DE000JB3R7E8 /
| 7/9/2024 11:35:36 AM |
Chg.-0.16 |
Bid5:43:57 PM |
Ask5:43:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
-5.76% |
2.44
Bid Size: 30,000 |
2.46
Ask Size: 30,000 |
Cadence Design Syste... |
330.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JB3R7E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/13/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-1.17 |
| Time value: |
2.61 |
| Break-even: |
330.79 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
1.56% |
| Delta: |
0.52 |
| Theta: |
-0.09 |
| Omega: |
5.80 |
| Rho: |
0.66 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.41% |
| 1 Month |
|
|
+49.71% |
| 3 Months |
|
|
-20.12% |
| YTD |
|
|
+32.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
2.29 |
| 1M High / 1M Low: |
3.42 |
1.66 |
| 6M High / 6M Low: |
4.30 |
1.30 |
| High (YTD): |
2/12/2024 |
4.30 |
| Low (YTD): |
4/23/2024 |
1.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.57% |
| Volatility 6M: |
|
185.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
