JP Morgan Put 160 CDNS 19.05.2023/  DE000JQ6RRE7  /

EUWAX
12/5/2022  10:12:04 AM Chg.+0.12 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.02EUR +13.33% -
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: -12.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.39
Historic volatility: 0.38
Parity: -0.35
Time value: 1.30
Break-even: 147.00
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.30
Spread %: 23.08%
Delta: -0.11
Theta: 0.04
Omega: -1.38
Rho: -0.14
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 0.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.07%
1 Month
  -59.04%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.29 0.90
1M High / 1M Low: 2.42 0.90
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.11
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -