JP Morgan Put 160 CDNS 19.01.2024/  DE000JA82TA4  /

EUWAX
2/1/2023  8:44:54 AM Chg.-0.04 Bid4:26:18 PM Ask4:26:18 PM Underlying Strike price Expiration date Option type
1.22EUR -3.17% 1.18
Bid Size: 20,000
1.28
Ask Size: 20,000
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: -9.84
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.83
Historic volatility: 0.35
Parity: -0.83
Time value: 1.71
Break-even: 142.90
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.16
Spread abs.: 0.50
Spread %: 29.24%
Delta: -0.01
Theta: 0.09
Omega: -0.07
Rho: -0.18
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.69%
1 Month
  -36.13%
3 Months
  -56.12%
YTD
  -36.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.28 1.12
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:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.54
Avg. volume 1M:   0.00
Avg. price 6M:   2.10
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.17%
Volatility 6M:   108.43%
Volatility 1Y:   -
Volatility 3Y:   -