JP Morgan Put 315 CDNS 15.11.2024
/ DE000JK424J1
JP Morgan Put 315 CDNS 15.11.2024/ DE000JK424J1 /
| 2024-06-06 10:43:35 AM |
Chg.-0.44 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
-13.10% |
-
Bid Size: - |
-
Ask Size: - |
Cadence Design Syste... |
315.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK424J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
315.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
1.71 |
| Time value: |
1.25 |
| Break-even: |
260.08 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.02% |
| Delta: |
-0.55 |
| Theta: |
-0.05 |
| Omega: |
-5.02 |
| Rho: |
-0.79 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
3.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.05% |
| 1 Month |
|
|
-23.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.58 |
3.32 |
| 1M High / 1M Low: |
3.93 |
2.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
