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JP Morgan Put 250 CDNS 17.01.2025/  DE000JB4SZT8  /

EUWAX
2024-10-11  10:49:53 AM Chg.-0.290 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.880EUR -24.79% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 250.00 USD 2025-01-17 Put
 

Master data

WKN: JB4SZT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.60
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -2.80
Time value: 0.93
Break-even: 219.35
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.66
Spread abs.: 0.03
Spread %: 3.33%
Delta: -0.25
Theta: -0.08
Omega: -6.86
Rho: -0.20
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 1.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.03%
1 Month
  -48.54%
3 Months  
+87.23%
YTD
  -57.28%
1 Year
  -71.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.34 1.17
1M High / 1M Low: 1.71 0.92
6M High / 6M Low: 2.44 0.46
High (YTD): 2024-01-05 2.63
Low (YTD): 2024-06-20 0.46
52W High: 2023-10-25 3.96
52W Low: 2024-06-20 0.46
Avg. price 1W:   1.24
Avg. volume 1W:   0.00
Avg. price 1M:   1.16
Avg. volume 1M:   9.52
Avg. price 6M:   1.10
Avg. volume 6M:   1.56
Avg. price 1Y:   1.55
Avg. volume 1Y:   47.63
Volatility 1M:   171.48%
Volatility 6M:   223.12%
Volatility 1Y:   175.76%
Volatility 3Y:   -