JP Morgan Put 45 CSCO 19.07.2024
/ DE000JB52M92
JP Morgan Put 45 CSCO 19.07.2024/ DE000JB52M92 /
17/05/2024 12:52:54 |
Chg.+0.022 |
Bid14:55:54 |
Ask14:55:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
+244.44% |
0.031 Bid Size: 50,000 |
0.041 Ask Size: 50,000 |
Cisco Systems Inc |
45.00 USD |
19/07/2024 |
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: |
19/07/2024 |
Issue date: |
20/11/2023 |
Last trading day: |
18/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-109.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-0.31 |
Time value: |
0.04 |
Break-even: |
41.00 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.01 |
Spread %: |
29.41% |
Delta: |
-0.18 |
Theta: |
-0.01 |
Omega: |
-19.73 |
Rho: |
-0.01 |
Quote data
Open: |
0.031 |
High: |
0.031 |
Low: |
0.031 |
Previous Close: |
0.009 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-58.67% |
1 Month |
|
|
-68.37% |
3 Months |
|
|
-71.82% |
YTD |
|
|
-71.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.075 |
0.009 |
1M High / 1M Low: |
0.110 |
0.009 |
6M High / 6M Low: |
- |
- |
High (YTD): |
15/02/2024 |
0.140 |
Low (YTD): |
16/05/2024 |
0.009 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.080 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
326.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |