JP Morgan Put 220 CDNS 17.01.2025
/ DE000JL0CEQ9
JP Morgan Put 220 CDNS 17.01.2025/ DE000JL0CEQ9 /
9/10/2024 10:51:40 AM |
Chg.-0.130 |
Bid3:49:29 PM |
Ask3:49:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
-13.27% |
0.800 Bid Size: 50,000 |
0.820 Ask Size: 50,000 |
Cadence Design Syste... |
220.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
4/17/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.27 |
Parity: |
-0.91 |
Time value: |
0.87 |
Break-even: |
211.30 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.03 |
Spread %: |
3.57% |
Delta: |
-0.34 |
Theta: |
-0.04 |
Omega: |
-8.90 |
Rho: |
-0.30 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.850 |
Previous Close: |
0.980 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+57.41% |
1 Month |
|
|
+14.86% |
3 Months |
|
|
+123.68% |
YTD |
|
|
-30.89% |
1 Year |
|
|
-60.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.540 |
1M High / 1M Low: |
0.980 |
0.380 |
6M High / 6M Low: |
1.280 |
0.200 |
High (YTD): |
1/8/2024 |
1.590 |
Low (YTD): |
7/15/2024 |
0.200 |
52W High: |
10/3/2023 |
2.680 |
52W Low: |
7/15/2024 |
0.200 |
Avg. price 1W: |
|
0.822 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.595 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.508 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.011 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
256.77% |
Volatility 6M: |
|
247.27% |
Volatility 1Y: |
|
188.88% |
Volatility 3Y: |
|
- |