JP Morgan Put 125 CDNS 19.01.2024/  DE000JQ5P2F4  /

EUWAX
2/3/2023  9:32:20 AM Chg.+0.050 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.460EUR +12.20% -
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: -15.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.77
Historic volatility: 0.36
Parity: -5.03
Time value: 1.16
Break-even: 113.40
Moneyness: 0.71
Premium: 0.35
Premium p.a.: 0.37
Spread abs.: 0.70
Spread %: 60.34%
Delta: -0.01
Theta: 0.06
Omega: -0.09
Rho: -0.12
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.22%
1 Month
  -43.90%
3 Months
  -68.92%
YTD
  -38.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.410
1M High / 1M Low: 0.860 0.410
6M High / 6M Low: - -
High (YTD): 1/6/2023 0.860
Low (YTD): 2/2/2023 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.566
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -