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JP Morgan Put 220 CDNS 17.01.2025/  DE000JL0CEQ9  /

EUWAX
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:   -