JP Morgan Put 290 CDNS 16.08.2024
/ DE000JK1SF15
JP Morgan Put 290 CDNS 16.08.2024/ DE000JK1SF15 /
2024-05-20 11:59:56 AM |
Chg.- |
Bid1:32:29 PM |
Ask1:32:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.36EUR |
- |
1.37 Bid Size: 7,500 |
1.39 Ask Size: 7,500 |
Cadence Design Syste... |
290.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JK1SF1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
290.00 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: |
-22.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
-0.23 |
Time value: |
1.22 |
Break-even: |
254.87 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.02 |
Spread %: |
1.54% |
Delta: |
-0.42 |
Theta: |
-0.07 |
Omega: |
-9.35 |
Rho: |
-0.30 |
Quote data
Open: |
1.36 |
High: |
1.36 |
Low: |
1.36 |
Previous Close: |
1.49 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.56% |
1 Month |
|
|
-37.61% |
3 Months |
|
|
-39.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.69 |
1.28 |
1M High / 1M Low: |
2.91 |
1.28 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.50 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
238.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |