JP Morgan Put 140 CDNS 19.05.2023/  DE000JQ6RR97  /

EUWAX
11/25/2022  10:19:20 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.550EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: -18.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.31
Historic volatility: 0.40
Parity: -2.09
Time value: 0.87
Break-even: 131.30
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.43
Spread abs.: 0.30
Spread %: 34.48%
Delta: -0.08
Theta: 0.02
Omega: -1.56
Rho: -0.11
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -56.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.550
1M High / 1M Low: 1.420 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.969
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -