JP Morgan Call 45 CSCO 18.10.2024
/ DE000JK75975
JP Morgan Call 45 CSCO 18.10.2024/ DE000JK75975 /
| 2024-07-30 8:37:19 AM |
Chg.+0.010 |
Bid10:32:19 AM |
Ask10:32:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.390
Bid Size: 50,000 |
0.400
Ask Size: 50,000 |
Cisco Systems Inc |
45.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK7597 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.28 |
| Time value: |
0.12 |
| Break-even: |
45.59 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
8.22 |
| Rho: |
0.06 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+11.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.260 |
| 1M High / 1M Low: |
0.420 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
