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JP Morgan Put 215 CDNS 17.01.2025/  DE000JL09MN2  /

EUWAX
11/10/2024  08:48:31 Chg.-0.020 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.290EUR -6.45% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 215.00 - 17/01/2025 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: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -78.25
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -4.32
Time value: 0.33
Break-even: 211.70
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.87
Spread abs.: 0.04
Spread %: 13.79%
Delta: -0.13
Theta: -0.05
Omega: -10.03
Rho: -0.10
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.30%
1 Month
  -44.23%
3 Months  
+45.00%
YTD
  -74.11%
1 Year
  -84.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.290
1M High / 1M Low: 0.520 0.290
6M High / 6M Low: 1.230 0.170
High (YTD): 05/01/2024 1.430
Low (YTD): 16/07/2024 0.170
52W High: 26/10/2023 2.390
52W Low: 16/07/2024 0.170
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.407
Avg. volume 1M:   0.000
Avg. price 6M:   0.438
Avg. volume 6M:   0.000
Avg. price 1Y:   0.754
Avg. volume 1Y:   74.195
Volatility 1M:   200.46%
Volatility 6M:   261.72%
Volatility 1Y:   204.25%
Volatility 3Y:   -