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JP Morgan Call 235 CDNS 17.01.202.../  DE000JL0VJC8  /

EUWAX
2024-09-26  10:03:32 AM Chg.+0.38 Bid11:28:26 AM Ask11:28:26 AM Underlying Strike price Expiration date Option type
4.62EUR +8.96% 4.60
Bid Size: 7,500		 4.63
Ask Size: 7,500		 Cadence Design Syste... 235.00 - 2025-01-17 Call
 

Master data

WKN: JL0VJC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 235.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.59
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 0.92
Implied volatility: 0.72
Historic volatility: 0.27
Parity: 0.92
Time value: 3.45
Break-even: 278.70
Moneyness: 1.04
Premium: 0.14
Premium p.a.: 0.53
Spread abs.: 0.03
Spread %: 0.69%
Delta: 0.63
Theta: -0.17
Omega: 3.50
Rho: 0.34
 

Quote data

Open: 4.62
High: 4.62
Low: 4.62
Previous Close: 4.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.91%
1 Month
  -1.28%
3 Months
  -44.47%
YTD
  -25.60%
1 Year  
+12.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.98 4.24
1M High / 1M Low: 4.98 2.99
6M High / 6M Low: 9.80 2.99
High (YTD): 2024-03-21 9.99
Low (YTD): 2024-09-06 2.99
52W High: 2024-03-21 9.99
52W Low: 2024-09-06 2.99
Avg. price 1W:   4.60
Avg. volume 1W:   0.00
Avg. price 1M:   4.09
Avg. volume 1M:   15.17
Avg. price 6M:   6.29
Avg. volume 6M:   2.71
Avg. price 1Y:   6.41
Avg. volume 1Y:   4.66
Volatility 1M:   137.60%
Volatility 6M:   129.25%
Volatility 1Y:   114.62%
Volatility 3Y:   -