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JP Morgan Put 220 CDNS 17.01.2025/  DE000JL0CEQ9  /

EUWAX
2024-06-25  10:50:02 AM Chg.+0.040 Bid10:57:42 AM Ask10:57:42 AM Underlying Strike price Expiration date Option type
0.270EUR +17.39% 0.260
Bid Size: 2,000		 0.330
Ask Size: 2,000		 Cadence Design Syste... 220.00 - 2025-01-17 Put
 

Master data

WKN: JL0CEQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -84.72
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -6.80
Time value: 0.34
Break-even: 216.60
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.48
Spread abs.: 0.07
Spread %: 25.93%
Delta: -0.09
Theta: -0.03
Omega: -7.96
Rho: -0.17
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.73%
1 Month
  -34.15%
3 Months
  -48.08%
YTD
  -78.05%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.200
1M High / 1M Low: 0.490 0.200
6M High / 6M Low: 1.590 0.200
High (YTD): 2024-01-08 1.590
Low (YTD): 2024-06-20 0.200
52W High: 2023-08-17 3.020
52W Low: 2024-06-20 0.200
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   0.702
Avg. volume 6M:   0.000
Avg. price 1Y:   1.442
Avg. volume 1Y:   56.506
Volatility 1M:   198.81%
Volatility 6M:   140.92%
Volatility 1Y:   116.18%
Volatility 3Y:   -