JP Morgan Call 355 CDNS 15.11.202.../  DE000JK5EE42  /

EUWAX
2024-08-01  8:47:35 AM Chg.+0.059 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.140EUR +72.84% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 355.00 USD 2024-11-15 Call
 

Master data

WKN: JK5EE4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 355.00 USD
Maturity: 2024-11-15
Issue date: 2024-03-19
Last trading day: 2024-11-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 133.83
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -8.07
Time value: 0.18
Break-even: 329.83
Moneyness: 0.75
Premium: 0.33
Premium p.a.: 1.70
Spread abs.: 0.06
Spread %: 42.86%
Delta: 0.09
Theta: -0.04
Omega: 12.19
Rho: 0.06
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.081
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -86.67%
3 Months
  -80.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.081
1M High / 1M Low: 1.350 0.081
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.755
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -