JP Morgan Put 155 CDNS 19.01.2024/  DE000JA2VDH9  /

EUWAX
2/9/2023  8:15:41 AM Chg.+0.010 Bid12:19:48 PM Ask12:19:48 PM Underlying Strike price Expiration date Option type
0.950EUR +1.06% 0.930
Bid Size: 1,000
1.630
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: -10.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 50.20
Historic volatility: 0.36
Parity: -1.81
Time value: 1.68
Break-even: 138.20
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 0.22
Spread abs.: 0.70
Spread %: 41.67%
Delta: 0.00
Theta: 0.11
Omega: 0.00
Rho: -0.16
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -36.24%
3 Months
  -63.04%
YTD
  -43.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.900
1M High / 1M Low: 1.640 0.900
6M High / 6M Low: 3.080 0.900
High (YTD): 1/4/2023 1.840
Low (YTD): 2/2/2023 0.900
52W High: - -
52W Low: - -
Avg. price 1W:   0.948
Avg. volume 1W:   0.000
Avg. price 1M:   1.169
Avg. volume 1M:   0.000
Avg. price 6M:   1.857
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.13%
Volatility 6M:   113.88%
Volatility 1Y:   -
Volatility 3Y:   -