JP Morgan Put 255 CDNS 17.01.2025
/ DE000JB3UY72
JP Morgan Put 255 CDNS 17.01.2025/ DE000JB3UY72 /
| 2024-05-03 11:29:53 AM |
Chg.-0.06 |
Bid7:50:25 PM |
Ask7:50:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
-3.87% |
1.38
Bid Size: 50,000 |
1.40
Ask Size: 50,000 |
Cadence Design Syste... |
255.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB3UY7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
255.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
-2.00 |
| Time value: |
1.57 |
| Break-even: |
221.96 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.95% |
| Delta: |
-0.30 |
| Theta: |
-0.04 |
| Omega: |
-4.89 |
| Rho: |
-0.66 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.67% |
| 1 Month |
|
|
+20.16% |
| 3 Months |
|
|
-13.87% |
| YTD |
|
|
-33.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.36 |
| 1M High / 1M Low: |
1.94 |
1.08 |
| 6M High / 6M Low: |
3.14 |
0.95 |
| High (YTD): |
2024-01-05 |
2.80 |
| Low (YTD): |
2024-03-21 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.76% |
| Volatility 6M: |
|
131.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
