JP Morgan Put 280 CDNS 16.08.2024
/ DE000JK1SEZ5
JP Morgan Put 280 CDNS 16.08.2024/ DE000JK1SEZ5 /
2024-04-30 11:33:31 AM |
Chg.+0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.48EUR |
+4.23% |
- Bid Size: - |
- Ask Size: - |
Cadence Design Syste... |
280.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JK1SEZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-01-24 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.26 |
Parity: |
-0.23 |
Time value: |
1.40 |
Break-even: |
247.32 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
1.35% |
Delta: |
-0.42 |
Theta: |
-0.06 |
Omega: |
-7.87 |
Rho: |
-0.37 |
Quote data
Open: |
1.48 |
High: |
1.48 |
Low: |
1.48 |
Previous Close: |
1.42 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.48% |
1 Month |
|
|
+54.17% |
3 Months |
|
|
-15.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.16 |
1.42 |
1M High / 1M Low: |
2.16 |
0.90 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
238.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |