JP Morgan Put 48 CSCO 16.08.2024
/ DE000JB9GYS7
JP Morgan Put 48 CSCO 16.08.2024/ DE000JB9GYS7 /
2024-05-31 4:00:07 PM |
Chg.-0.030 |
Bid6:08:37 PM |
Ask6:08:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-10.71% |
0.260 Bid Size: 400,000 |
0.270 Ask Size: 400,000 |
Cisco Systems Inc |
48.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JB9GYS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-01-09 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
0.17 |
Time value: |
0.08 |
Break-even: |
41.82 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
-0.61 |
Theta: |
-0.01 |
Omega: |
-10.38 |
Rho: |
-0.06 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.250 |
Previous Close: |
0.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.70% |
1 Month |
|
|
+8.70% |
3 Months |
|
|
+4.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.230 |
1M High / 1M Low: |
0.280 |
0.076 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.211 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
428.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |