JP Morgan Put 310 CDNS 17.01.2025
/ DE000JK22FF7
JP Morgan Put 310 CDNS 17.01.2025/ DE000JK22FF7 /
| 2024-05-15 11:37:15 AM |
Chg.+0.05 |
Bid9:06:17 PM |
Ask9:06:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
+1.40% |
3.12
Bid Size: 50,000 |
3.14
Ask Size: 50,000 |
Cadence Design Syste... |
310.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JK22FF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
2.47 |
| Time value: |
1.22 |
| Break-even: |
249.77 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
-0.55 |
| Theta: |
-0.03 |
| Omega: |
-3.90 |
| Rho: |
-1.22 |
Quote data
| Open: |
3.62 |
| High: |
3.62 |
| Low: |
3.62 |
| Previous Close: |
3.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.63% |
| 1 Month |
|
|
+14.92% |
| 3 Months |
|
|
-2.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.87 |
3.45 |
| 1M High / 1M Low: |
4.82 |
3.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
