JP Morgan Put 265 CDNS 17.05.2024
/ DE000JB55SG7
JP Morgan Put 265 CDNS 17.05.2024/ DE000JB55SG7 /
2024-05-03 8:10:12 AM |
Chg.-0.050 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-20.00% |
- Bid Size: - |
- Ask Size: - |
Cadence Design Syste... |
265.00 USD |
2024-05-17 |
Put |
Master data
WKN: |
JB55SG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
265.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2023-11-14 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-107.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
-1.07 |
Time value: |
0.24 |
Break-even: |
244.58 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
2.63 |
Spread abs.: |
0.02 |
Spread %: |
9.09% |
Delta: |
-0.24 |
Theta: |
-0.18 |
Omega: |
-25.59 |
Rho: |
-0.02 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-4.76% |
3 Months |
|
|
-71.83% |
YTD |
|
|
-84.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.140 |
1M High / 1M Low: |
0.780 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-04 |
1.990 |
Low (YTD): |
2024-03-22 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.263 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
622.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |