JP Morgan Put 285 CDNS 15.11.2024
/ DE000JK4LY65
JP Morgan Put 285 CDNS 15.11.2024/ DE000JK4LY65 /
| 9/18/2024 8:59:58 AM |
Chg.-0.14 |
Bid9:06:42 AM |
Ask9:06:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-6.67% |
1.96
Bid Size: 10,000 |
1.98
Ask Size: 10,000 |
Cadence Design Syste... |
285.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK4LY6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
285.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
1.07 |
| Time value: |
1.05 |
| Break-even: |
234.88 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
-0.56 |
| Theta: |
-0.12 |
| Omega: |
-6.47 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
2.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.58% |
| 1 Month |
|
|
+6.52% |
| 3 Months |
|
|
+115.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.14 |
2.10 |
| 1M High / 1M Low: |
3.57 |
1.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
