JP Morgan Call 46 CIS 21.06.2024
/ DE000JQ65KU2
JP Morgan Call 46 CIS 21.06.2024/ DE000JQ65KU2 /
2024-06-07 10:16:28 AM |
Chg.-0.003 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.072EUR |
-4.00% |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
46.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JQ65KU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-23 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
74.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.17 |
Parity: |
-0.36 |
Time value: |
0.06 |
Break-even: |
46.57 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
12.58 |
Spread abs.: |
0.01 |
Spread %: |
21.28% |
Delta: |
0.24 |
Theta: |
-0.05 |
Omega: |
17.51 |
Rho: |
0.00 |
Quote data
Open: |
0.072 |
High: |
0.072 |
Low: |
0.072 |
Previous Close: |
0.075 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.10% |
1 Month |
|
|
-71.20% |
3 Months |
|
|
-82.00% |
YTD |
|
|
-87.37% |
1 Year |
|
|
-89.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.072 |
1M High / 1M Low: |
0.490 |
0.072 |
6M High / 6M Low: |
0.700 |
0.072 |
High (YTD): |
2024-01-26 |
0.700 |
Low (YTD): |
2024-06-07 |
0.072 |
52W High: |
2023-09-04 |
1.280 |
52W Low: |
2024-06-07 |
0.072 |
Avg. price 1W: |
|
0.109 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.193 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.411 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.642 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
436.92% |
Volatility 6M: |
|
217.07% |
Volatility 1Y: |
|
169.61% |
Volatility 3Y: |
|
- |