JP Morgan Put 220 CDNS 17.01.2025
/ DE000JL0CEQ9
JP Morgan Put 220 CDNS 17.01.2025/ DE000JL0CEQ9 /
10/07/2024 10:54:36 |
Chg.+0.010 |
Bid11:38:25 |
Ask11:38:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+4.76% |
0.220 Bid Size: 3,000 |
0.300 Ask Size: 3,000 |
Cadence Design Syste... |
220.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL0CEQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 - |
Maturity: |
17/01/2025 |
Issue date: |
17/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-100.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
-7.15 |
Time value: |
0.29 |
Break-even: |
217.10 |
Moneyness: |
0.75 |
Premium: |
0.26 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.07 |
Spread %: |
31.82% |
Delta: |
-0.08 |
Theta: |
-0.03 |
Omega: |
-8.35 |
Rho: |
-0.14 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.210 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-42.11% |
3 Months |
|
|
-56.00% |
YTD |
|
|
-82.11% |
1 Year |
|
|
-91.37% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.200 |
1M High / 1M Low: |
0.380 |
0.200 |
6M High / 6M Low: |
1.350 |
0.200 |
High (YTD): |
08/01/2024 |
1.590 |
Low (YTD): |
08/07/2024 |
0.200 |
52W High: |
17/08/2023 |
3.020 |
52W Low: |
08/07/2024 |
0.200 |
Avg. price 1W: |
|
0.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.257 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.614 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.348 |
Avg. volume 1Y: |
|
56.506 |
Volatility 1M: |
|
201.54% |
Volatility 6M: |
|
142.45% |
Volatility 1Y: |
|
118.26% |
Volatility 3Y: |
|
- |