JP Morgan Call 305 CDNS 21.06.2024
/ DE000JK3TM96
JP Morgan Call 305 CDNS 21.06.202.../ DE000JK3TM96 /
2024-05-22 8:58:12 AM |
Chg.-0.010 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-2.38% |
0.410 Bid Size: 5,000 |
0.430 Ask Size: 5,000 |
Cadence Design Syste... |
305.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
JK3TM9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cadence Design Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
305.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-06 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
59.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
-1.15 |
Time value: |
0.45 |
Break-even: |
285.35 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.02 |
Spread %: |
4.26% |
Delta: |
0.33 |
Theta: |
-0.14 |
Omega: |
19.69 |
Rho: |
0.07 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.67% |
1 Month |
|
|
-53.93% |
3 Months |
|
|
-81.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.300 |
1M High / 1M Low: |
0.890 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.438 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.446 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
590.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |