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JP Morgan Put 225 CDNS 17.01.2025/  DE000JL5EW14  /

EUWAX
02/08/2024  08:36:37 Chg.+0.280 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.940EUR +42.42% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 225.00 - 17/01/2025 Put
 

Master data

WKN: JL5EW1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Put
Strike price: 225.00 -
Maturity: 17/01/2025
Issue date: 31/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.87
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -0.38
Time value: 1.28
Break-even: 212.20
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 3.23%
Delta: -0.39
Theta: -0.04
Omega: -7.01
Rho: -0.47
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.99%
1 Month  
+248.15%
3 Months  
+25.33%
YTD
  -29.85%
1 Year
  -65.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.660
1M High / 1M Low: 0.940 0.230
6M High / 6M Low: 1.270 0.230
High (YTD): 05/01/2024 1.720
Low (YTD): 16/07/2024 0.230
52W High: 17/08/2023 3.150
52W Low: 16/07/2024 0.230
Avg. price 1W:   0.788
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.601
Avg. volume 6M:   0.000
Avg. price 1Y:   1.310
Avg. volume 1Y:   0.000
Volatility 1M:   344.91%
Volatility 6M:   200.96%
Volatility 1Y:   156.51%
Volatility 3Y:   -