JP Morgan Call 45 CSCO 19.09.2025
/ DE000JT5FZG9
JP Morgan Call 45 CSCO 19.09.2025/ DE000JT5FZG9 /
17/09/2024 10:57:16 |
Chg.+0.070 |
Bid19:16:39 |
Ask19:16:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+10.14% |
0.760 Bid Size: 250,000 |
0.770 Ask Size: 250,000 |
Cisco Systems Inc |
45.00 USD |
19/09/2025 |
Call |
Master data
WKN: |
JT5FZG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
19/09/2025 |
Issue date: |
10/07/2024 |
Last trading day: |
18/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.12 |
Historic volatility: |
0.18 |
Parity: |
0.54 |
Time value: |
0.16 |
Break-even: |
47.44 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
2.63% |
Delta: |
0.91 |
Theta: |
0.00 |
Omega: |
5.99 |
Rho: |
0.35 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.690 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.58% |
1 Month |
|
|
+18.75% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.620 |
1M High / 1M Low: |
0.760 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.699 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |