JP Morgan Put 130 CDNS 19.01.2024/  DE000JQ4WFG2  /

EUWAX
2/2/2023  8:27:07 AM Chg.-0.080 Bid2/2/2023 Ask2/2/2023 Underlying Strike price Expiration date Option type
0.470EUR -14.55% 0.470
Bid Size: 1,000
1.170
Ask Size: 1,000
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: -14.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.40
Historic volatility: 0.35
Parity: -4.15
Time value: 1.18
Break-even: 118.20
Moneyness: 0.76
Premium: 0.31
Premium p.a.: 0.33
Spread abs.: 0.70
Spread %: 59.32%
Delta: -0.01
Theta: 0.06
Omega: -0.13
Rho: -0.13
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.32%
1 Month
  -48.91%
3 Months
  -67.59%
YTD
  -45.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.510
1M High / 1M Low: 0.970 0.490
6M High / 6M Low: - -
High (YTD): 1/5/2023 0.970
Low (YTD): 1/24/2023 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.697
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -