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JP Morgan Put 220 CDNS 17.01.2025/  DE000JL0CEQ9  /

EUWAX
15/08/2024  11:39:28 Chg.-0.010 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.590EUR -1.67% -
Bid Size: -		 -
Ask Size: -		 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: -38.56
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -2.68
Time value: 0.64
Break-even: 213.60
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.35
Spread abs.: 0.04
Spread %: 6.67%
Delta: -0.22
Theta: -0.04
Omega: -8.37
Rho: -0.25
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.85%
1 Month  
+195.00%
3 Months  
+13.46%
YTD
  -52.03%
1 Year
  -79.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.600
1M High / 1M Low: 1.280 0.200
6M High / 6M Low: 1.280 0.200
High (YTD): 08/01/2024 1.590
Low (YTD): 15/07/2024 0.200
52W High: 17/08/2023 3.020
52W Low: 15/07/2024 0.200
Avg. price 1W:   0.783
Avg. volume 1W:   0.000
Avg. price 1M:   0.633
Avg. volume 1M:   0.000
Avg. price 6M:   0.529
Avg. volume 6M:   0.000
Avg. price 1Y:   1.156
Avg. volume 1Y:   56.730
Volatility 1M:   441.16%
Volatility 6M:   232.51%
Volatility 1Y:   176.51%
Volatility 3Y:   -