JP Morgan Put 155 CDNS 19.01.2024/  DE000JA2VDH9  /

EUWAX
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:   -