JP Morgan Put 300 CDNS 16.08.2024
/ DE000JK1SF31
JP Morgan Put 300 CDNS 16.08.2024/ DE000JK1SF31 /
| 2024-06-03 12:02:52 PM |
Chg.+0.02 |
Bid7:10:50 PM |
Ask7:10:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+0.97% |
2.33
Bid Size: 50,000 |
2.34
Ask Size: 50,000 |
Cadence Design Syste... |
300.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK1SF3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
1.26 |
| Time value: |
0.82 |
| Break-even: |
255.63 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
-0.58 |
| Theta: |
-0.08 |
| Omega: |
-7.40 |
| Rho: |
-0.35 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.22% |
| 1 Month |
|
|
-16.40% |
| 3 Months |
|
|
+0.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.57 |
| 1M High / 1M Low: |
2.50 |
1.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
1,000 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
238.10 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
