JP Morgan Put 50 CSCO 20.09.2024
/ DE000JB6CV58
JP Morgan Put 50 CSCO 20.09.2024/ DE000JB6CV58 /
2024-06-14 8:28:20 AM |
Chg.0.000 |
Bid5:40:09 PM |
Ask5:40:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
0.00% |
0.470 Bid Size: 300,000 |
0.480 Ask Size: 300,000 |
Cisco Systems Inc |
50.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
JB6CV5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
0.42 |
Time value: |
0.05 |
Break-even: |
41.87 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
2.17% |
Delta: |
-0.71 |
Theta: |
-0.01 |
Omega: |
-6.40 |
Rho: |
-0.09 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.460 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.95% |
1 Month |
|
|
+64.29% |
3 Months |
|
|
+84.00% |
YTD |
|
|
+58.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.390 |
1M High / 1M Low: |
0.460 |
0.130 |
6M High / 6M Low: |
0.460 |
0.130 |
High (YTD): |
2024-06-13 |
0.460 |
Low (YTD): |
2024-05-16 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.432 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.357 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.311 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
421.58% |
Volatility 6M: |
|
203.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |