JP Morgan Put 320 CDNS 21.02.2025
/ DE000JT3Y3J9
JP Morgan Put 320 CDNS 21.02.2025/ DE000JT3Y3J9 /
| 2024-12-23 9:21:24 AM |
Chg.-0.40 |
Bid12:38:06 PM |
Ask12:38:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
-13.33% |
2.69
Bid Size: 7,500 |
2.71
Ask Size: 7,500 |
Cadence Design Syste... |
320.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
JT3Y3J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.33 |
| Parity: |
1.78 |
| Time value: |
0.79 |
| Break-even: |
281.02 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.13% |
| Delta: |
-0.63 |
| Theta: |
-0.11 |
| Omega: |
-7.09 |
| Rho: |
-0.34 |
Quote data
| Open: |
2.60 |
| High: |
2.60 |
| Low: |
2.60 |
| Previous Close: |
3.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.24% |
| 1 Month |
|
|
-4.06% |
| 3 Months |
|
|
-44.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.00 |
| 1M High / 1M Low: |
3.00 |
1.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
