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JP Morgan Put 215 CDNS 17.01.2025/  DE000JL09MN2  /

EUWAX
2024-06-25  8:43:29 AM Chg.+0.020 Bid9:28:32 PM Ask9:28:32 PM Underlying Strike price Expiration date Option type
0.230EUR +9.52% 0.220
Bid Size: 20,000		 0.260
Ask Size: 20,000		 Cadence Design Syste... 215.00 - 2025-01-17 Put
 

Master data

WKN: JL09MN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Put
Strike price: 215.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -92.92
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -7.30
Time value: 0.31
Break-even: 211.90
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 0.52
Spread abs.: 0.07
Spread %: 29.17%
Delta: -0.08
Theta: -0.02
Omega: -7.85
Rho: -0.15
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.05%
1 Month
  -37.84%
3 Months
  -46.51%
YTD
  -79.46%
1 Year
  -90.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.180
1M High / 1M Low: 0.420 0.180
6M High / 6M Low: 1.430 0.180
High (YTD): 2024-01-05 1.430
Low (YTD): 2024-06-20 0.180
52W High: 2023-08-17 2.730
52W Low: 2024-06-20 0.180
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.299
Avg. volume 1M:   0.000
Avg. price 6M:   0.629
Avg. volume 6M:   0.000
Avg. price 1Y:   1.318
Avg. volume 1Y:   74.486
Volatility 1M:   154.83%
Volatility 6M:   145.50%
Volatility 1Y:   121.42%
Volatility 3Y:   -