JP Morgan Put 130 CDNS 19.01.2024/  DE000JQ4WFG2  /

EUWAX
2/7/2023  4:49:16 PM Chg.+0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.520EUR +1.96% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 130.00 - 1/19/2024 Put

Master data

WKN: JQ4WFG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 1/19/2024
Issue date: 8/31/2022
Last trading day: 1/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.64
Historic volatility: 0.36
Parity: -4.33
Time value: 1.20
Break-even: 118.00
Moneyness: 0.75
Premium: 0.32
Premium p.a.: 0.34
Spread abs.: 0.70
Spread %: 58.33%
Delta: -0.01
Theta: 0.06
Omega: -0.10
Rho: -0.13
 

Quote data

Open: 0.500
High: 0.520
Low: 0.500
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -44.68%
3 Months
  -67.70%
YTD
  -40.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.470
1M High / 1M Low: 0.840 0.470
6M High / 6M Low: - -
High (YTD): 1/5/2023 0.970
Low (YTD): 2/2/2023 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.608
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -