JP Morgan Put 45 CSCO 19.07.2024
/ DE000JB52M92
JP Morgan Put 45 CSCO 19.07.2024/ DE000JB52M92 /
| 2024-04-30 10:39:04 AM |
Chg.-0.001 |
Bid1:02:46 PM |
Ask1:02:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
-1.16% |
0.086
Bid Size: 50,000 |
0.096
Ask Size: 50,000 |
Cisco Systems Inc |
45.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB52M9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-50.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-0.26 |
| Time value: |
0.09 |
| Break-even: |
41.11 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
11.76% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-13.16 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.085 |
| Previous Close: |
0.086 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.19% |
| 1 Month |
|
|
+34.92% |
| 3 Months |
|
|
+23.19% |
| YTD |
|
|
-22.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.067 |
| 1M High / 1M Low: |
0.098 |
0.053 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-15 |
0.140 |
| Low (YTD): |
2024-04-10 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
