JP Morgan Put 325 CDNS 15.11.2024
/ DE000JK5HTK9
JP Morgan Put 325 CDNS 15.11.2024/ DE000JK5HTK9 /
| 7/10/2024 12:08:06 PM |
Chg.+0.13 |
Bid12:35:21 PM |
Ask12:35:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
+5.49% |
2.49
Bid Size: 7,500 |
2.52
Ask Size: 7,500 |
Cadence Design Syste... |
325.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK5HTK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
325.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.90 |
| Time value: |
1.46 |
| Break-even: |
276.95 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.19% |
| Delta: |
-0.50 |
| Theta: |
-0.06 |
| Omega: |
-6.23 |
| Rho: |
-0.60 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
2.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.04% |
| 1 Month |
|
|
-32.80% |
| 3 Months |
|
|
-23.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.25 |
| 1M High / 1M Low: |
3.72 |
2.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
