JP Morgan Put 285 CDNS 15.11.2024
/ DE000JK4LY65
JP Morgan Put 285 CDNS 15.11.2024/ DE000JK4LY65 /
| 02/08/2024 15:36:06 |
Chg.- |
Bid08:35:47 |
Ask08:35:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.81EUR |
- |
4.71
Bid Size: 10,000 |
5.01
Ask Size: 10,000 |
Cadence Design Syste... |
285.00 USD |
15/11/2024 |
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: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
3.24 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
3.24 |
| Time value: |
0.59 |
| Break-even: |
222.90 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.79% |
| Delta: |
-0.69 |
| Theta: |
-0.06 |
| Omega: |
-4.11 |
| Rho: |
-0.56 |
Quote data
| Open: |
3.81 |
| High: |
3.81 |
| Low: |
3.81 |
| Previous Close: |
2.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.15% |
| 1 Month |
|
|
+296.88% |
| 3 Months |
|
|
+54.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.81 |
2.52 |
| 1M High / 1M Low: |
3.81 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
