JP Morgan Put 155 CDNS 19.01.2024
/ DE000JA2VDH9
JP Morgan Put 155 CDNS 19.01.2024/ DE000JA2VDH9 /
| 3/23/2023 8:17:41 AM |
Chg.+0.010 |
Bid9:53:38 AM |
Ask9:53:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+1.79% |
0.570
Bid Size: 1,000 |
1.270
Ask Size: 1,000 |
Cadence Design Syste... |
155.00 - |
1/19/2024 |
Put |
Master data
| WKN: |
JA2VDH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 - |
| Maturity: |
1/19/2024 |
| Issue date: |
4/5/2022 |
| Last trading day: |
1/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
3.71 |
| Historic volatility: |
0.33 |
| Parity: |
-3.27 |
| Time value: |
1.10 |
| Break-even: |
144.00 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.50 |
| Spread %: |
45.45% |
| Delta: |
-0.01 |
| Theta: |
0.07 |
| Omega: |
-0.13 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.93% |
| 1 Month |
|
|
-22.97% |
| 3 Months |
|
|
-68.33% |
| YTD |
|
|
-66.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.560 |
| 1M High / 1M Low: |
0.820 |
0.550 |
| 6M High / 6M Low: |
3.080 |
0.550 |
| High (YTD): |
1/4/2023 |
1.840 |
| Low (YTD): |
3/9/2023 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.602 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.56% |
| Volatility 6M: |
|
125.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |