JP Morgan Put 260 CDNS 17.01.2025
/ DE000JB5MPE1
JP Morgan Put 260 CDNS 17.01.2025/ DE000JB5MPE1 /
| 17/05/2024 12:29:21 |
Chg.+0.08 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+6.61% |
-
Bid Size: - |
-
Ask Size: - |
Cadence Design Syste... |
260.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JB5MPE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
13/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-2.65 |
| Time value: |
1.30 |
| Break-even: |
226.22 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
-0.27 |
| Theta: |
-0.04 |
| Omega: |
-5.42 |
| Rho: |
-0.56 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.52% |
| 1 Month |
|
|
-17.83% |
| 3 Months |
|
|
-35.50% |
| YTD |
|
|
-46.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.21 |
| 1M High / 1M Low: |
2.19 |
1.21 |
| 6M High / 6M Low: |
3.02 |
1.03 |
| High (YTD): |
05/01/2024 |
3.02 |
| Low (YTD): |
21/03/2024 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.06% |
| Volatility 6M: |
|
120.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
