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JP Morgan Put 245 CDNS 17.01.2025/  DE000JL8TNX3  /

EUWAX
02/08/2024  12:51:03 Chg.+0.41 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.57EUR +35.34% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 245.00 USD 17/01/2025 Put
 

Master data

WKN: JL8TNX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Put
Strike price: 245.00 USD
Maturity: 17/01/2025
Issue date: 18/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.61
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.26
Parity: -0.42
Time value: 1.81
Break-even: 206.40
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 2.06%
Delta: -0.40
Theta: -0.05
Omega: -4.98
Rho: -0.50
 

Quote data

Open: 1.57
High: 1.57
Low: 1.57
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.95%
1 Month  
+248.89%
3 Months  
+29.75%
YTD
  -16.93%
1 Year
  -57.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.16
1M High / 1M Low: 1.57 0.41
6M High / 6M Low: 1.82 0.40
High (YTD): 05/01/2024 2.42
Low (YTD): 20/06/2024 0.40
52W High: 17/08/2023 4.14
52W Low: 20/06/2024 0.40
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   0.84
Avg. volume 1M:   0.00
Avg. price 6M:   0.95
Avg. volume 6M:   0.00
Avg. price 1Y:   1.84
Avg. volume 1Y:   0.00
Volatility 1M:   326.75%
Volatility 6M:   192.75%
Volatility 1Y:   147.96%
Volatility 3Y:   -