JP Morgan Put 290 CDNS 16.08.2024
/ DE000JK1SF15
JP Morgan Put 290 CDNS 16.08.2024/ DE000JK1SF15 /
| 5/21/2024 4:49:41 PM |
Chg.+0.03 |
Bid9:06:31 PM |
Ask9:06:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+2.21% |
1.39
Bid Size: 50,000 |
1.40
Ask Size: 50,000 |
Cadence Design Syste... |
290.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JK1SF1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
290.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/24/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.23 |
| Time value: |
1.22 |
| Break-even: |
254.87 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.54% |
| Delta: |
-0.42 |
| Theta: |
-0.07 |
| Omega: |
-9.35 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.77% |
| 1 Month |
|
|
-36.24% |
| 3 Months |
|
|
-37.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.28 |
| 1M High / 1M Low: |
2.91 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
