JP Morgan Put 175 CDNS 19.01.2024/  DE000JQ3GPE1  /

EUWAX
2/7/2023  8:45:05 AM Chg.-0.07 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.54EUR -4.35% -
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: -8.49
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.17
Implied volatility: 5.88
Historic volatility: 0.36
Parity: 0.17
Time value: 1.87
Break-even: 154.60
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 0.11
Spread abs.: 0.50
Spread %: 24.51%
Delta: 0.00
Theta: 0.12
Omega: -0.01
Rho: -0.19
 

Quote data

Open: 1.54
High: 1.54
Low: 1.54
Previous Close: 1.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.48%
1 Month
  -44.80%
3 Months
  -62.35%
YTD
  -41.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.46
1M High / 1M Low: 2.50 1.46
6M High / 6M Low: 4.33 1.46
High (YTD): 1/5/2023 2.84
Low (YTD): 2/2/2023 1.46
52W High: - -
52W Low: - -
Avg. price 1W:   1.61
Avg. volume 1W:   0.00
Avg. price 1M:   1.90
Avg. volume 1M:   0.00
Avg. price 6M:   2.79
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.16%
Volatility 6M:   102.93%
Volatility 1Y:   -
Volatility 3Y:   -