JP Morgan Put 265 CDNS 15.11.2024
/ DE000JK4LXV3
JP Morgan Put 265 CDNS 15.11.2024/ DE000JK4LXV3 /
| 02/08/2024 15:35:23 |
Chg.- |
Bid09:15:57 |
Ask09:15:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Cadence Design Syste... |
265.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK4LXV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
265.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
1.41 |
| Time value: |
1.19 |
| Break-even: |
216.87 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.17% |
| Delta: |
-0.55 |
| Theta: |
-0.08 |
| Omega: |
-4.85 |
| Rho: |
-0.43 |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.57 |
| Previous Close: |
1.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.98% |
| 1 Month |
|
|
+375.93% |
| 3 Months |
|
|
+60.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
1.53 |
| 1M High / 1M Low: |
2.57 |
0.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
421.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
