JP Morgan Put 160 CDNS 19.01.2024/  DE000JA82TA4  /

EUWAX
1/27/2023  4:53:45 PM Chg.-0.05 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.12EUR -4.27% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 160.00 - 1/19/2024 Put

Master data

WKN: JA82TA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 1/19/2024
Issue date: 6/1/2022
Last trading day: 1/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.90
Historic volatility: 0.36
Parity: -1.08
Time value: 1.82
Break-even: 141.80
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.17
Spread abs.: 0.70
Spread %: 38.46%
Delta: -0.01
Theta: 0.09
Omega: -0.06
Rho: -0.19
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.04%
1 Month
  -40.74%
3 Months
  -59.71%
YTD
  -41.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.28 1.09
1M High / 1M Low: 2.08 1.09
6M High / 6M Low: 3.34 1.09
High (YTD): 1/5/2023 2.08
Low (YTD): 1/24/2023 1.09
52W High: - -
52W Low: - -
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   2.11
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.00%
Volatility 6M:   108.18%
Volatility 1Y:   -
Volatility 3Y:   -