JP Morgan Put 305 CDNS 15.11.2024
/ DE000JK4LY81
JP Morgan Put 305 CDNS 15.11.2024/ DE000JK4LY81 /
| 2024-06-17 8:55:20 AM |
Chg.-0.21 |
Bid9:07:57 PM |
Ask9:07:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
-10.55% |
1.50
Bid Size: 30,000 |
1.52
Ask Size: 30,000 |
Cadence Design Syste... |
305.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK4LY8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
305.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.66 |
| Time value: |
1.73 |
| Break-even: |
267.69 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
1.65% |
| Delta: |
-0.39 |
| Theta: |
-0.06 |
| Omega: |
-6.50 |
| Rho: |
-0.54 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.37% |
| 1 Month |
|
|
-36.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.52 |
1.80 |
| 1M High / 1M Low: |
2.95 |
1.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
