JP Morgan Call 345 CDNS 16.08.2024
/ DE000JK1EJE9
JP Morgan Call 345 CDNS 16.08.202.../ DE000JK1EJE9 /
| 16/07/2024 09:39:20 |
Chg.-0.020 |
Bid14:02:05 |
Ask14:02:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-4.76% |
0.390
Bid Size: 5,000 |
0.410
Ask Size: 5,000 |
Cadence Design Syste... |
345.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK1EJE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
17/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
76.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
-2.69 |
| Time value: |
0.38 |
| Break-even: |
320.33 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
2.28 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
0.22 |
| Theta: |
-0.15 |
| Omega: |
17.24 |
| Rho: |
0.05 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
-61.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.390 |
| 1M High / 1M Low: |
1.080 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
