JP Morgan Put 160 CDNS 19.05.2023/  DE000JQ6RRE7  /

EUWAX
11/30/2022  10:11:52 AM Chg.+0.07 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.29EUR +5.74% -
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: -9.78
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.16
Implied volatility: 1.50
Historic volatility: 0.39
Parity: 0.16
Time value: 1.46
Break-even: 143.80
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.30
Spread %: 18.52%
Delta: -0.12
Theta: 0.05
Omega: -1.16
Rho: -0.16
 

Quote data

Open: 1.29
High: 1.29
Low: 1.29
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.78%
1 Month
  -43.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.28 1.09
1M High / 1M Low: 2.49 1.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   1.67
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -