JP Morgan Call 150 CDNS 19.01.202.../  DE000JQ80LY1  /

EUWAX
2/3/2023  9:53:28 AM Chg.-0.32 Bid7:48:19 PM Ask7:48:19 PM Underlying Strike price Expiration date Option type
4.80EUR -6.25% 4.80
Bid Size: 20,000
4.95
Ask Size: 20,000
Cadence Design Syste... 150.00 - 1/19/2024 Call

Master data

WKN: JQ80LY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 1/19/2024
Issue date: 10/13/2022
Last trading day: 1/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 15.52
Intrinsic value: 2.35
Implied volatility: -
Historic volatility: 0.35
Parity: 2.35
Time value: 3.39
Break-even: 207.40
Moneyness: 1.16
Premium: 0.20
Premium p.a.: 0.20
Spread abs.: 0.70
Spread %: 12.20%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.80
High: 4.80
Low: 4.80
Previous Close: 5.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.48%
1 Month  
+39.94%
3 Months  
+68.42%
YTD  
+49.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.12 4.54
1M High / 1M Low: 5.12 2.99
6M High / 6M Low: - -
High (YTD): 2/2/2023 5.12
Low (YTD): 1/6/2023 2.99
52W High: - -
52W Low: - -
Avg. price 1W:   4.72
Avg. volume 1W:   0.00
Avg. price 1M:   3.91
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -