JP Morgan Call 230 CDNS 20.01.202.../  DE000JQ491E5  /

EUWAX
11/25/2022  9:25:18 AM Chg.+0.001 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.013EUR +8.33% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 230.00 - 1/20/2023 Call

Master data

WKN: JQ491E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 1/20/2023
Issue date: 8/18/2022
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.91
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.40
Parity: -6.91
Time value: 0.31
Break-even: 233.10
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 10.69
Spread abs.: 0.30
Spread %: 97.10%
Delta: 0.22
Theta: -0.20
Omega: 11.56
Rho: 0.05
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.012
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -23.53%
3 Months
  -96.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.013 0.008
1M High / 1M Low: 0.024 0.003
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   752.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -