JP Morgan Put 175 CDNS 19.05.2023/  DE000JQ9RGE4  /

EUWAX
2/3/2023  9:38:19 AM Chg.+0.140 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.780EUR +21.88% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 175.00 - 5/19/2023 Put

Master data

WKN: JQ9RGE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Put
Strike price: 175.00 -
Maturity: 5/19/2023
Issue date: 10/5/2022
Last trading day: 5/18/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.40
Historic volatility: 0.36
Parity: -0.03
Time value: 0.97
Break-even: 165.30
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.22
Spread abs.: 0.20
Spread %: 20.62%
Delta: -0.11
Theta: 0.06
Omega: -1.95
Rho: -0.08
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.02%
1 Month
  -61.19%
3 Months
  -78.27%
YTD
  -60.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.640
1M High / 1M Low: 2.230 0.640
6M High / 6M Low: - -
High (YTD): 1/6/2023 2.230
Low (YTD): 2/2/2023 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   0.848
Avg. volume 1W:   0.000
Avg. price 1M:   1.317
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -