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JP Morgan Call 42 CIS 21.06.2024/  DE000JQ65KR8  /

EUWAX
20/05/2024  09:53:48 Chg.- Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.600EUR - -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 42.00 - 21/06/2024 Call
 

Master data

WKN: JQ65KR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 21/06/2024
Issue date: 23/09/2022
Last trading day: 24/05/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.12
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.07
Implied volatility: 1.29
Historic volatility: 0.17
Parity: 0.07
Time value: 0.53
Break-even: 48.00
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 4.85
Spread abs.: -0.01
Spread %: -1.64%
Delta: 0.59
Theta: -0.12
Omega: 4.20
Rho: 0.01
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.620
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -1.64%
3 Months
  -7.69%
YTD
  -30.23%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.950 0.500
6M High / 6M Low: 1.030 0.500
High (YTD): 25/01/2024 1.030
Low (YTD): 03/05/2024 0.500
52W High: 04/09/2023 1.600
52W Low: 03/05/2024 0.500
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.607
Avg. volume 1M:   0.000
Avg. price 6M:   0.751
Avg. volume 6M:   0.000
Avg. price 1Y:   0.972
Avg. volume 1Y:   0.000
Volatility 1M:   244.43%
Volatility 6M:   120.88%
Volatility 1Y:   103.10%
Volatility 3Y:   -