JP Morgan Put 285 CDNS 21.02.2025
/ DE000JT27ZV2
JP Morgan Put 285 CDNS 21.02.2025/ DE000JT27ZV2 /
10/09/2024 10:30:00 |
Chg.-0.28 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
3.81EUR |
-6.85% |
- Bid Size: - |
- Ask Size: - |
Cadence Design Syste... |
285.00 USD |
21/02/2025 |
Put |
Master data
WKN: |
JT27ZV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
285.00 USD |
Maturity: |
21/02/2025 |
Issue date: |
27/06/2024 |
Last trading day: |
20/02/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.28 |
Intrinsic value: |
2.92 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
2.92 |
Time value: |
0.54 |
Break-even: |
223.64 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
1.06% |
Delta: |
-0.66 |
Theta: |
-0.03 |
Omega: |
-4.36 |
Rho: |
-0.83 |
Quote data
Open: |
3.81 |
High: |
3.81 |
Low: |
3.81 |
Previous Close: |
4.09 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.72% |
1 Month |
|
|
+15.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.09 |
2.96 |
1M High / 1M Low: |
4.09 |
2.26 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |