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: |
|
- |