JP Morgan Call 165 CDNS 20.01.202.../  DE000JN2BY48  /

EUWAX
12/6/2022  4:58:12 PM Chg.-0.25 Bid7:36:55 PM Ask7:36:55 PM Underlying Strike price Expiration date Option type
0.81EUR -23.58% 0.75
Bid Size: 25,000
0.78
Ask Size: 25,000
Cadence Design Syste... 165.00 - 1/20/2023 Call

Master data

WKN: JN2BY4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 1/20/2023
Issue date: 6/22/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.96
Leverage: Yes

Calculated values

Fair value: 2.31
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.39
Parity: -0.64
Time value: 1.06
Break-even: 175.60
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 1.29
Spread abs.: 0.15
Spread %: 14.15%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.90
High: 0.90
Low: 0.81
Previous Close: 1.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month  
+285.71%
3 Months
  -59.70%
YTD
  -79.18%
1 Year
  -75.68%
3 Years     -
5 Years     -
1W High / 1W Low: 1.58 0.84
1M High / 1M Low: 1.58 0.25
6M High / 6M Low: 3.65 0.21
High (YTD): 1/3/2022 3.69
Low (YTD): 11/4/2022 0.21
52W High: 12/28/2021 4.01
52W Low: 11/4/2022 0.21
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   1.65
Avg. volume 6M:   0.00
Avg. price 1Y:   1.77
Avg. volume 1Y:   0.00
Volatility 1M:   464.60%
Volatility 6M:   280.22%
Volatility 1Y:   245.23%
Volatility 3Y:   -