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JP Morgan Call 295 CDNS 17.05.202.../  DE000JL8ELY7  /

EUWAX
2024-05-03  11:58:15 AM Chg.+0.010 Bid1:56:12 PM Ask1:56:12 PM Underlying Strike price Expiration date Option type
0.170EUR +6.25% 0.190
Bid Size: 5,000		 0.210
Ask Size: 5,000		 Cadence Design Syste... 295.00 USD 2024-05-17 Call
 

Master data

WKN: JL8ELY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 295.00 USD
Maturity: 2024-05-17
Issue date: 2023-07-17
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 162.61
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.26
Parity: -1.73
Time value: 0.16
Break-even: 276.52
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 5.32
Spread abs.: 0.03
Spread %: 21.43%
Delta: 0.18
Theta: -0.16
Omega: 28.82
Rho: 0.02
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month
  -91.71%
3 Months
  -92.13%
YTD
  -85.95%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.160
1M High / 1M Low: 2.460 0.160
6M High / 6M Low: 3.460 0.160
High (YTD): 2024-03-22 3.460
Low (YTD): 2024-05-02 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.255
Avg. volume 1W:   0.000
Avg. price 1M:   1.329
Avg. volume 1M:   0.000
Avg. price 6M:   1.648
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   675.19%
Volatility 6M:   370.08%
Volatility 1Y:   -
Volatility 3Y:   -