JP Morgan Call 365 CDNS 15.11.2024
/ DE000JK5EE67
JP Morgan Call 365 CDNS 15.11.202.../ DE000JK5EE67 /
| 7/16/2024 8:42:05 AM |
Chg.-0.010 |
Bid8:59:06 PM |
Ask8:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-1.11% |
0.780
Bid Size: 25,000 |
0.800
Ask Size: 25,000 |
Cadence Design Syste... |
365.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK5EE6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-4.53 |
| Time value: |
0.91 |
| Break-even: |
344.01 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.04 |
| Spread %: |
4.60% |
| Delta: |
0.28 |
| Theta: |
-0.09 |
| Omega: |
8.99 |
| Rho: |
0.24 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.10% |
| 1 Month |
|
|
+8.54% |
| 3 Months |
|
|
-34.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.860 |
| 1M High / 1M Low: |
1.570 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
