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JP Morgan Put 215 CDNS 17.01.2025/  DE000JL09MN2  /

EUWAX
2024-11-15  2:50:45 PM Chg.+0.006 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.034EUR +21.43% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 215.00 - 2025-01-17 Put
 

Master data

WKN: JL09MN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Put
Strike price: 215.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -280.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.32
Parity: -6.02
Time value: 0.10
Break-even: 214.02
Moneyness: 0.78
Premium: 0.22
Premium p.a.: 2.26
Spread abs.: 0.05
Spread %: 104.17%
Delta: -0.05
Theta: -0.04
Omega: -13.99
Rho: -0.02
 

Quote data

Open: 0.033
High: 0.034
Low: 0.033
Previous Close: 0.028
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.29%
1 Month
  -91.28%
3 Months
  -91.50%
YTD
  -96.96%
1 Year
  -97.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.028
1M High / 1M Low: 0.580 0.028
6M High / 6M Low: 1.230 0.028
High (YTD): 2024-01-05 1.430
Low (YTD): 2024-11-14 0.028
52W High: 2024-01-05 1.430
52W Low: 2024-11-14 0.028
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   0.597
Avg. volume 1Y:   0.000
Volatility 1M:   360.65%
Volatility 6M:   301.11%
Volatility 1Y:   233.54%
Volatility 3Y:   -