JP Morgan Put 175 CDNS 19.01.2024/  DE000JQ3GPE1  /

EUWAX
1/30/2023  4:56:37 PM Chg.+0.12 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.72EUR +7.50% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 175.00 - 1/19/2024 Put

Master data

WKN: JQ3GPE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Put
Strike price: 175.00 -
Maturity: 1/19/2024
Issue date: 7/27/2022
Last trading day: 1/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.14
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.48
Implied volatility: 4.12
Historic volatility: 0.35
Parity: 0.48
Time value: 1.61
Break-even: 154.10
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.10
Spread abs.: 0.50
Spread %: 23.92%
Delta: -0.01
Theta: 0.11
Omega: -0.05
Rho: -0.21
 

Quote data

Open: 1.61
High: 1.72
Low: 1.61
Previous Close: 1.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.44%
1 Month
  -35.09%
3 Months
  -52.88%
YTD
  -35.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.81 1.58
1M High / 1M Low: 2.84 1.58
6M High / 6M Low: 4.33 1.58
High (YTD): 1/5/2023 2.84
Low (YTD): 1/24/2023 1.58
52W High: - -
52W Low: - -
Avg. price 1W:   1.69
Avg. volume 1W:   0.00
Avg. price 1M:   2.22
Avg. volume 1M:   0.00
Avg. price 6M:   2.83
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.96%
Volatility 6M:   99.97%
Volatility 1Y:   -
Volatility 3Y:   -