JP Morgan Call 260 CDNS 16.08.2024
/ DE000JB9WXD8
JP Morgan Call 260 CDNS 16.08.202.../ DE000JB9WXD8 /
| 2024-05-28 9:12:36 AM |
Chg.-0.19 |
Bid8:12:26 PM |
Ask8:12:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.73EUR |
-4.85% |
3.98
Bid Size: 30,000 |
4.00
Ask Size: 30,000 |
Cadence Design Syste... |
260.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB9WXD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.16 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
3.16 |
| Time value: |
0.40 |
| Break-even: |
274.92 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.14 |
| Spread %: |
4.04% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
6.71 |
| Rho: |
0.44 |
Quote data
| Open: |
3.73 |
| High: |
3.73 |
| Low: |
3.73 |
| Previous Close: |
3.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.54% |
| 1 Month |
|
|
+25.17% |
| 3 Months |
|
|
-26.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.21 |
3.53 |
| 1M High / 1M Low: |
4.21 |
2.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
