JP Morgan Call 48 CSCO 19.07.2024
/ DE000JB52MC6
JP Morgan Call 48 CSCO 19.07.2024/ DE000JB52MC6 /
| 2024-06-21 10:32:03 AM |
Chg.+0.012 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
+60.00% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
48.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB52MC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 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: |
82.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
-0.07 |
| Time value: |
0.05 |
| Break-even: |
45.43 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
21.28% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
33.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.032 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+166.67% |
| 1 Month |
|
|
-66.32% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
-92.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.017 |
| 1M High / 1M Low: |
0.095 |
0.012 |
| 6M High / 6M Low: |
0.570 |
0.012 |
| High (YTD): |
2024-01-25 |
0.570 |
| Low (YTD): |
2024-06-14 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
492.94% |
| Volatility 6M: |
|
302.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
