JP Morgan Put 155 CDNS 19.01.2024
/ DE000JA2VDH9
JP Morgan Put 155 CDNS 19.01.2024/ DE000JA2VDH9 /
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: |
|
- |