JP Morgan Put 55 CSCO 17.01.2025
/ DE000JB1C4U0
JP Morgan Put 55 CSCO 17.01.2025/ DE000JB1C4U0 /
| 21/05/2024 08:42:38 |
Chg.+0.100 |
Bid14:24:27 |
Ask14:24:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+15.15% |
0.760
Bid Size: 50,000 |
0.770
Ask Size: 50,000 |
Cisco Systems Inc |
55.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JB1C4U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
22/08/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.72 |
| Time value: |
0.05 |
| Break-even: |
42.94 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-3.87 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.15% |
| 1 Month |
|
|
+2.70% |
| 3 Months |
|
|
+4.11% |
| YTD |
|
|
+22.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.440 |
| 1M High / 1M Low: |
0.800 |
0.440 |
| 6M High / 6M Low: |
0.800 |
0.440 |
| High (YTD): |
03/05/2024 |
0.800 |
| Low (YTD): |
16/05/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.669 |
| Avg. volume 6M: |
|
33.524 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.96% |
| Volatility 6M: |
|
106.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
