JP Morgan Put 260 CDNS 17.05.2024
/ DE000JB6F0E4
JP Morgan Put 260 CDNS 17.05.2024/ DE000JB6F0E4 /
| 2024-05-03 3:26:30 PM |
Chg.-0.076 |
Bid5:18:18 PM |
Ask5:18:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-50.67% |
0.078
Bid Size: 25,000 |
0.093
Ask Size: 25,000 |
Cadence Design Syste... |
260.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JB6F0E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-151.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
-1.53 |
| Time value: |
0.17 |
| Break-even: |
240.62 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
4.30 |
| Spread abs.: |
0.03 |
| Spread %: |
21.43% |
| Delta: |
-0.17 |
| Theta: |
-0.16 |
| Omega: |
-26.15 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.087 |
| High: |
0.087 |
| Low: |
0.074 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.73% |
| 1 Month |
|
|
-53.75% |
| 3 Months |
|
|
-86.30% |
| YTD |
|
|
-93.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.088 |
| 1M High / 1M Low: |
0.580 |
0.088 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-05 |
1.780 |
| Low (YTD): |
2024-04-29 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.111 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
656.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
