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: |
|
- |