JP Morgan Put 45 CSCO 19.07.2024
/ DE000JB52M92
JP Morgan Put 45 CSCO 19.07.2024/ DE000JB52M92 /
5/20/2024 1:26:59 PM |
Chg.-0.005 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
-16.13% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
45.00 USD |
7/19/2024 |
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: |
7/19/2024 |
Issue date: |
11/20/2023 |
Last trading day: |
7/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-126.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.17 |
Parity: |
-0.29 |
Time value: |
0.03 |
Break-even: |
41.04 |
Moneyness: |
0.93 |
Premium: |
0.07 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
35.71% |
Delta: |
-0.17 |
Theta: |
-0.01 |
Omega: |
-21.83 |
Rho: |
-0.01 |
Quote data
Open: |
0.026 |
High: |
0.026 |
Low: |
0.026 |
Previous Close: |
0.031 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.61% |
1 Month |
|
|
-72.92% |
3 Months |
|
|
-76.36% |
YTD |
|
|
-76.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.066 |
0.009 |
1M High / 1M Low: |
0.110 |
0.009 |
6M High / 6M Low: |
0.180 |
0.009 |
High (YTD): |
2/15/2024 |
0.140 |
Low (YTD): |
5/16/2024 |
0.009 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.102 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
976.53% |
Volatility 6M: |
|
402.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |