JP Morgan Put 40 CSCO 20.06.2025
/ DE000JB7RB88
JP Morgan Put 40 CSCO 20.06.2025/ DE000JB7RB88 /
2024-05-22 8:25:37 AM |
Chg.0.000 |
Bid9:02:45 AM |
Ask9:02:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
40.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
JB7RB8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-29 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-29.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
-0.64 |
Time value: |
0.15 |
Break-even: |
35.38 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
6.67% |
Delta: |
-0.19 |
Theta: |
0.00 |
Omega: |
-5.68 |
Rho: |
-0.11 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.150 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
-11.76% |
3 Months |
|
|
-21.05% |
YTD |
|
|
-16.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.100 |
1M High / 1M Low: |
0.190 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-20 |
0.210 |
Low (YTD): |
2024-05-16 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.134 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.160 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |