JP Morgan Put 155 CDNS 19.01.2024/  DE000JA2VDH9  /

EUWAX
1/27/2023  4:44:24 PM Chg.-0.040 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.980EUR -3.92% -
Bid Size: -
-
Ask Size: -
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: -10.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.70
Historic volatility: 0.36
Parity: -1.58
Time value: 1.69
Break-even: 138.10
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.20
Spread abs.: 0.70
Spread %: 41.42%
Delta: -0.01
Theta: 0.08
Omega: -0.08
Rho: -0.18
 

Quote data

Open: 0.990
High: 0.990
Low: 0.980
Previous Close: 1.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.01%
1 Month
  -41.32%
3 Months
  -61.11%
YTD
  -42.01%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.960
1M High / 1M Low: 1.840 0.960
6M High / 6M Low: 3.080 0.960
High (YTD): 1/4/2023 1.840
Low (YTD): 1/24/2023 0.960
52W High: - -
52W Low: - -
Avg. price 1W:   1.020
Avg. volume 1W:   0.000
Avg. price 1M:   1.421
Avg. volume 1M:   0.000
Avg. price 6M:   1.901
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.89%
Volatility 6M:   110.99%
Volatility 1Y:   -
Volatility 3Y:   -