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JP Morgan Put 200 CDNS 17.01.2025/  DE000JL0HGM2  /

EUWAX
2024-10-11  9:58:20 AM Chg.-0.080 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.170EUR -32.00% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 200.00 - 2025-01-17 Put
 

Master data

WKN: JL0HGM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -112.28
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -5.82
Time value: 0.23
Break-even: 197.70
Moneyness: 0.77
Premium: 0.23
Premium p.a.: 1.21
Spread abs.: 0.05
Spread %: 27.78%
Delta: -0.09
Theta: -0.04
Omega: -9.57
Rho: -0.06
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.04%
1 Month
  -48.48%
3 Months  
+30.77%
YTD
  -79.52%
1 Year
  -87.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.170
1M High / 1M Low: 0.330 0.170
6M High / 6M Low: 0.810 0.120
High (YTD): 2024-01-08 1.080
Low (YTD): 2024-07-16 0.120
52W High: 2023-10-26 1.880
52W Low: 2024-07-16 0.120
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   0.541
Avg. volume 1Y:   0.000
Volatility 1M:   204.15%
Volatility 6M:   275.26%
Volatility 1Y:   218.66%
Volatility 3Y:   -