JP Morgan Put 145 CDNS 19.01.2024/  DE000JQ5GPD8  /

EUWAX
2/1/2023  10:09:47 AM Chg.- Bid8:15:35 AM Ask8:15:35 AM Underlying Strike price Expiration date Option type
0.830EUR - 0.700
Bid Size: 1,000
1.400
Ask Size: 1,000
Cadence Design Syste... 145.00 - 1/19/2024 Put

Master data

WKN: JQ5GPD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Put
Strike price: 145.00 -
Maturity: 1/19/2024
Issue date: 8/19/2022
Last trading day: 1/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.08
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.61
Historic volatility: 0.35
Parity: -2.65
Time value: 1.42
Break-even: 130.80
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.25
Spread abs.: 0.70
Spread %: 49.30%
Delta: -0.01
Theta: 0.07
Omega: -0.10
Rho: -0.15
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.41%
1 Month
  -37.12%
3 Months
  -58.71%
YTD
  -37.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.760
1M High / 1M Low: 1.490 0.730
6M High / 6M Low: - -
High (YTD): 1/6/2023 1.490
Low (YTD): 1/24/2023 0.730
52W High: - -
52W Low: - -
Avg. price 1W:   0.798
Avg. volume 1W:   0.000
Avg. price 1M:   1.043
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -