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JP Morgan Put 225 CDNS 17.01.2025/  DE000JL5EW14  /

EUWAX
2024-09-26  8:45:55 AM Chg.- Bid10:14:37 AM Ask10:14:37 AM Underlying Strike price Expiration date Option type
0.500EUR - 0.510
Bid Size: 7,500		 0.540
Ask Size: 7,500		 Cadence Design Syste... 225.00 - 2025-01-17 Put
 

Master data

WKN: JL5EW1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Put
Strike price: 225.00 -
Maturity: 2025-01-17
Issue date: 2023-05-31
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.18
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.27
Parity: -2.04
Time value: 0.52
Break-even: 219.80
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 6.12%
Delta: -0.23
Theta: -0.04
Omega: -10.90
Rho: -0.19
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -23.08%
3 Months  
+61.29%
YTD
  -62.69%
1 Year
  -82.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.450
1M High / 1M Low: 1.130 0.450
6M High / 6M Low: 1.570 0.230
High (YTD): 2024-01-05 1.720
Low (YTD): 2024-07-16 0.230
52W High: 2023-10-03 2.910
52W Low: 2024-07-16 0.230
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.696
Avg. volume 1M:   0.000
Avg. price 6M:   0.583
Avg. volume 6M:   0.000
Avg. price 1Y:   1.018
Avg. volume 1Y:   0.000
Volatility 1M:   236.54%
Volatility 6M:   242.82%
Volatility 1Y:   191.18%
Volatility 3Y:   -