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JP Morgan Put 48 CIS 21.06.2024/  DE000JS2S4D1  /

EUWAX
2024-05-16  12:58:09 PM Chg.-0.075 Bid3:11:19 PM Ask3:11:19 PM Underlying Strike price Expiration date Option type
0.017EUR -81.52% 0.027
Bid Size: 50,000		 0.037
Ask Size: 50,000		 CISCO SYSTEMS DL-... 48.00 - 2024-06-21 Put
 

Master data

WKN: JS2S4D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Put
Strike price: 48.00 -
Maturity: 2024-06-21
Issue date: 2022-12-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -58.48
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.24
Implied volatility: -
Historic volatility: 0.17
Parity: 0.24
Time value: -0.16
Break-even: 47.22
Moneyness: 1.05
Premium: -0.04
Premium p.a.: -0.30
Spread abs.: 0.01
Spread %: 14.71%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.092
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -88.67%
1 Month
  -90.00%
3 Months
  -90.00%
YTD
  -90.00%
1 Year
  -96.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.092
1M High / 1M Low: 0.200 0.092
6M High / 6M Low: 0.300 0.092
High (YTD): 2024-02-15 0.240
Low (YTD): 2024-05-15 0.092
52W High: 2023-05-16 0.490
52W Low: 2024-05-15 0.092
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   0.000
Avg. price 1Y:   0.199
Avg. volume 1Y:   686.275
Volatility 1M:   173.22%
Volatility 6M:   185.85%
Volatility 1Y:   196.11%
Volatility 3Y:   -