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JP Morgan Call 225 CDNS 17.01.202.../  DE000JL0HGT7  /

EUWAX
2024-06-20  10:00:36 AM Chg.- Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
10.64EUR - -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 225.00 - 2025-01-17 Call
 

Master data

WKN: JL0HGT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 225.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.80
Leverage: Yes

Calculated values

Fair value: 7.83
Intrinsic value: 7.29
Implied volatility: 0.79
Historic volatility: 0.24
Parity: 7.29
Time value: 3.35
Break-even: 331.40
Moneyness: 1.32
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: -0.02
Spread %: -0.19%
Delta: 0.79
Theta: -0.14
Omega: 2.21
Rho: 0.73
 

Quote data

Open: 10.64
High: 10.64
Low: 10.64
Previous Close: 10.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.15%
1 Month  
+37.29%
3 Months  
+1.33%
YTD  
+55.78%
1 Year  
+136.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.64 9.24
1M High / 1M Low: 10.64 6.78
6M High / 6M Low: 10.74 5.26
High (YTD): 2024-03-21 10.74
Low (YTD): 2024-01-08 5.26
52W High: 2024-03-21 10.74
52W Low: 2023-08-18 4.14
Avg. price 1W:   10.11
Avg. volume 1W:   0.00
Avg. price 1M:   8.13
Avg. volume 1M:   0.00
Avg. price 6M:   8.13
Avg. volume 6M:   0.00
Avg. price 1Y:   6.76
Avg. volume 1Y:   0.00
Volatility 1M:   78.48%
Volatility 6M:   99.48%
Volatility 1Y:   85.15%
Volatility 3Y:   -