JP Morgan Put 265 CDNS 21.02.2025
/ DE000JT27ZR0
JP Morgan Put 265 CDNS 21.02.2025/ DE000JT27ZR0 /
| 2024-07-10 10:34:36 AM |
Chg.+0.040 |
Bid4:09:38 PM |
Ask4:09:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+4.76% |
0.840
Bid Size: 30,000 |
0.870
Ask Size: 30,000 |
Cadence Design Syste... |
265.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
JT27ZR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
265.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-06-27 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-4.65 |
| Time value: |
0.86 |
| Break-even: |
236.45 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.05 |
| Spread %: |
5.68% |
| Delta: |
-0.19 |
| Theta: |
-0.04 |
| Omega: |
-6.30 |
| Rho: |
-0.39 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.15% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.800 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
