JP Morgan Put 195 CDNS 19.01.2024/  DE000JQ271B7  /

EUWAX
1/26/2023  8:48:28 AM Chg.-0.23 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
2.49EUR -8.46% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 195.00 - 1/19/2024 Put

Master data

WKN: JQ271B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Put
Strike price: 195.00 -
Maturity: 1/19/2024
Issue date: 8/17/2022
Last trading day: 1/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.51
Leverage: Yes

Calculated values

Fair value: 2.79
Intrinsic value: 2.79
Implied volatility: 50.20
Historic volatility: 0.36
Parity: 2.79
Time value: 0.24
Break-even: 164.70
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.50
Spread %: 16.50%
Delta: 0.00
Theta: 0.15
Omega: 0.00
Rho: -0.26
 

Quote data

Open: 2.49
High: 2.49
Low: 2.49
Previous Close: 2.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.24%
1 Month
  -36.80%
3 Months
  -51.18%
YTD
  -35.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.87 2.46
1M High / 1M Low: 4.11 2.46
6M High / 6M Low: - -
High (YTD): 1/5/2023 4.11
Low (YTD): 1/24/2023 2.46
52W High: - -
52W Low: - -
Avg. price 1W:   2.62
Avg. volume 1W:   0.00
Avg. price 1M:   3.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -