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JP Morgan Put 215 CDNS 17.01.2025/  DE000JL09MN2  /

EUWAX
10/07/2024  08:44:31 Chg.+0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.190EUR +5.56% -
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: -107.97
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -7.65
Time value: 0.27
Break-even: 212.30
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 0.58
Spread abs.: 0.07
Spread %: 35.00%
Delta: -0.08
Theta: -0.02
Omega: -8.17
Rho: -0.13
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -42.42%
3 Months
  -57.78%
YTD
  -83.04%
1 Year
  -92.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.180
1M High / 1M Low: 0.330 0.180
6M High / 6M Low: 1.220 0.180
High (YTD): 05/01/2024 1.430
Low (YTD): 09/07/2024 0.180
52W High: 17/08/2023 2.730
52W Low: 09/07/2024 0.180
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.222
Avg. volume 1M:   0.000
Avg. price 6M:   0.547
Avg. volume 6M:   0.000
Avg. price 1Y:   1.226
Avg. volume 1Y:   74.195
Volatility 1M:   152.55%
Volatility 6M:   145.95%
Volatility 1Y:   122.60%
Volatility 3Y:   -