JP Morgan Put 245 CDNS 21.02.2025
/ DE000JT4BZ34
JP Morgan Put 245 CDNS 21.02.2025/ DE000JT4BZ34 /
| 2024-12-23 11:07:09 AM |
Chg.-0.080 |
Bid12:30:11 PM |
Ask12:30:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-25.00% |
0.250
Bid Size: 5,000 |
0.280
Ask Size: 5,000 |
Cadence Design Syste... |
245.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
JT4BZ3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
245.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-07-18 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-99.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
-5.41 |
| Time value: |
0.29 |
| Break-even: |
231.92 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.04 |
| Spread %: |
16.00% |
| Delta: |
-0.11 |
| Theta: |
-0.08 |
| Omega: |
-10.54 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
-17.24% |
| 3 Months |
|
|
-78.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.150 |
| 1M High / 1M Low: |
0.320 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
