JP Morgan Put 300 CDNS 15.11.2024
/ DE000JK4LY40
JP Morgan Put 300 CDNS 15.11.2024/ DE000JK4LY40 /
| 2024-05-23 1:21:56 PM |
Chg.-0.31 |
Bid7:12:30 PM |
Ask7:12:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
-12.60% |
2.04
Bid Size: 50,000 |
2.06
Ask Size: 50,000 |
Cadence Design Syste... |
300.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK4LY4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.66 |
| Time value: |
1.75 |
| Break-even: |
253.03 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.26% |
| Delta: |
-0.47 |
| Theta: |
-0.05 |
| Omega: |
-5.25 |
| Rho: |
-0.73 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.90% |
| 1 Month |
|
|
-45.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
2.36 |
| 1M High / 1M Low: |
3.96 |
2.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
