JP Morgan Put 55 CSCO 17.01.2025
/ DE000JB1C4U0
JP Morgan Put 55 CSCO 17.01.2025/ DE000JB1C4U0 /
21/05/2024 08:42:38 |
Chg.+0.100 |
Bid19:10:54 |
Ask19:10:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+15.15% |
0.770 Bid Size: 250,000 |
0.780 Ask Size: 250,000 |
Cisco Systems Inc |
55.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
JB1C4U |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
22/08/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
0.72 |
Time value: |
0.05 |
Break-even: |
42.94 |
Moneyness: |
1.17 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
1.32% |
Delta: |
-0.69 |
Theta: |
0.00 |
Omega: |
-3.87 |
Rho: |
-0.25 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.660 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.15% |
1 Month |
|
|
+2.70% |
3 Months |
|
|
+4.11% |
YTD |
|
|
+22.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.440 |
1M High / 1M Low: |
0.800 |
0.440 |
6M High / 6M Low: |
0.800 |
0.440 |
High (YTD): |
03/05/2024 |
0.800 |
Low (YTD): |
16/05/2024 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.610 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.703 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.669 |
Avg. volume 6M: |
|
33.524 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.96% |
Volatility 6M: |
|
106.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |