JP Morgan Put 140 CDNS 19.05.2023/  DE000JQ6RR97  /

EUWAX
12/2/2022  10:14:17 AM Chg.-0.040 Bid8:48:52 PM Ask8:48:52 PM Underlying Strike price Expiration date Option type
0.450EUR -8.16% 0.500
Bid Size: 20,000
0.570
Ask Size: 20,000
Cadence Design Syste... 140.00 - 5/19/2023 Put

Master data

WKN: JQ6RR9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 5/19/2023
Issue date: 9/19/2022
Last trading day: 5/18/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.69
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.29
Historic volatility: 0.38
Parity: -2.79
Time value: 0.74
Break-even: 132.60
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.51
Spread abs.: 0.30
Spread %: 40.54%
Delta: -0.07
Theta: 0.02
Omega: -1.70
Rho: -0.09
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -61.21%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.490
1M High / 1M Low: 1.420 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.855
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -