JP Morgan Put 160 CDNS 19.05.2023/  DE000JQ6RRE7  /

EUWAX
1/27/2023  10:06:45 AM Chg.-0.020 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.440EUR -4.35% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 160.00 - 5/19/2023 Put

Master data

WKN: JQ6RRE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 5/19/2023
Issue date: 9/19/2022
Last trading day: 5/18/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.33
Historic volatility: 0.36
Parity: -1.08
Time value: 0.77
Break-even: 152.30
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.40
Spread abs.: 0.30
Spread %: 38.96%
Delta: -0.09
Theta: 0.04
Omega: -2.08
Rho: -0.07
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.54%
1 Month
  -66.67%
3 Months
  -80.70%
YTD
  -63.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.440
1M High / 1M Low: 1.430 0.440
6M High / 6M Low: - -
High (YTD): 1/6/2023 1.430
Low (YTD): 1/27/2023 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.486
Avg. volume 1W:   0.000
Avg. price 1M:   0.934
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -