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JP Morgan Call 230 CDNS 17.01.202.../  DE000JL0HGU5  /

EUWAX
2024-06-18  9:55:51 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
9.67EUR - -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 230.00 - 2025-01-17 Call
 

Master data

WKN: JL0HGU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.06
Leverage: Yes

Calculated values

Fair value: 7.37
Intrinsic value: 6.79
Implied volatility: 0.69
Historic volatility: 0.24
Parity: 6.79
Time value: 2.94
Break-even: 327.30
Moneyness: 1.30
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 0.52%
Delta: 0.79
Theta: -0.12
Omega: 2.41
Rho: 0.78
 

Quote data

Open: 9.67
High: 9.67
Low: 9.67
Previous Close: 8.83
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+9.51%
1 Month  
+31.21%
3 Months
  -4.45%
YTD  
+48.31%
1 Year  
+127.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.67 8.83
1M High / 1M Low: 9.67 6.41
6M High / 6M Low: 10.37 4.98
High (YTD): 2024-03-21 10.37
Low (YTD): 2024-01-08 4.98
52W High: 2024-03-21 10.37
52W Low: 2023-08-18 3.92
Avg. price 1W:   9.25
Avg. volume 1W:   0.00
Avg. price 1M:   7.47
Avg. volume 1M:   0.00
Avg. price 6M:   7.74
Avg. volume 6M:   0.00
Avg. price 1Y:   6.42
Avg. volume 1Y:   0.00
Volatility 1M:   86.18%
Volatility 6M:   103.44%
Volatility 1Y:   88.19%
Volatility 3Y:   -