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JP Morgan Call 245 CDNS 17.01.202.../  DE000JL0VJE4  /

EUWAX
2024-06-24  9:47:50 AM Chg.0.00 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
8.10EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Cadence Design Syste... 245.00 - 2025-01-17 Call
 

Master data

WKN: JL0VJE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.66
Leverage: Yes

Calculated values

Fair value: 6.04
Intrinsic value: 5.29
Implied volatility: 0.59
Historic volatility: 0.24
Parity: 5.29
Time value: 2.86
Break-even: 326.50
Moneyness: 1.22
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.06
Spread %: 0.74%
Delta: 0.76
Theta: -0.11
Omega: 2.78
Rho: 0.82
 

Quote data

Open: 8.10
High: 8.10
Low: 8.10
Previous Close: 8.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+28.98%
3 Months
  -10.00%
YTD  
+43.87%
1 Year  
+124.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.99 7.65
1M High / 1M Low: 8.99 5.35
6M High / 6M Low: 9.25 4.38
High (YTD): 2024-03-21 9.25
Low (YTD): 2024-01-05 4.38
52W High: 2024-03-21 9.25
52W Low: 2023-08-18 3.31
Avg. price 1W:   8.40
Avg. volume 1W:   0.00
Avg. price 1M:   6.67
Avg. volume 1M:   0.00
Avg. price 6M:   6.76
Avg. volume 6M:   0.00
Avg. price 1Y:   5.58
Avg. volume 1Y:   0.00
Volatility 1M:   102.86%
Volatility 6M:   112.31%
Volatility 1Y:   96.03%
Volatility 3Y:   -