JP Morgan Put 125 CDNS 19.01.2024/  DE000JQ5P2F4  /

EUWAX
1/27/2023  9:21:50 AM Chg.0.000 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.450EUR 0.00% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 125.00 - 1/19/2024 Put

Master data

WKN: JQ5P2F
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Put
Strike price: 125.00 -
Maturity: 1/19/2024
Issue date: 9/7/2022
Last trading day: 1/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.21
Historic volatility: 0.36
Parity: -4.58
Time value: 1.15
Break-even: 113.50
Moneyness: 0.73
Premium: 0.34
Premium p.a.: 0.35
Spread abs.: 0.70
Spread %: 60.87%
Delta: -0.01
Theta: 0.05
Omega: -0.15
Rho: -0.13
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.64%
1 Month
  -45.12%
3 Months
  -66.91%
YTD
  -40.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.410
1M High / 1M Low: 0.860 0.410
6M High / 6M Low: - -
High (YTD): 1/6/2023 0.860
Low (YTD): 1/24/2023 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.631
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -