JP Morgan Put 180 CDNS 19.01.2024/  DE000JQ2P030  /

EUWAX
1/27/2023  10:00:23 AM Chg.-0.04 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.77EUR -2.21% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 180.00 - 1/19/2024 Put

Master data

WKN: JQ2P03
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Put
Strike price: 180.00 -
Maturity: 1/19/2024
Issue date: 8/1/2022
Last trading day: 1/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.49
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.92
Implied volatility: 4.89
Historic volatility: 0.36
Parity: 0.92
Time value: 1.36
Break-even: 157.20
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.08
Spread abs.: 0.50
Spread %: 21.93%
Delta: 0.00
Theta: 0.12
Omega: -0.02
Rho: -0.23
 

Quote data

Open: 1.77
High: 1.77
Low: 1.77
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.03%
1 Month
  -42.16%
3 Months
  -57.76%
YTD
  -39.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.02 1.77
1M High / 1M Low: 3.20 1.77
6M High / 6M Low: - -
High (YTD): 1/6/2023 3.20
Low (YTD): 1/27/2023 1.77
52W High: - -
52W Low: - -
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   2.48
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -