JP Morgan Put 275 CDNS 15.11.2024
/ DE000JK4LXY7
JP Morgan Put 275 CDNS 15.11.2024/ DE000JK4LXY7 /
| 05/08/2024 08:42:50 |
Chg.+0.84 |
Bid10:40:10 |
Ask10:40:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
+26.84% |
3.78
Bid Size: 10,000 |
3.98
Ask Size: 10,000 |
Cadence Design Syste... |
275.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK4LXY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
275.00 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: |
-7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
2.33 |
| Time value: |
0.85 |
| Break-even: |
220.24 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.95% |
| Delta: |
-0.62 |
| Theta: |
-0.07 |
| Omega: |
-4.49 |
| Rho: |
-0.49 |
Quote data
| Open: |
3.97 |
| High: |
3.97 |
| Low: |
3.97 |
| Previous Close: |
3.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.94% |
| 1 Month |
|
|
+443.84% |
| 3 Months |
|
|
+98.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.13 |
1.98 |
| 1M High / 1M Low: |
3.13 |
0.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
