JP Morgan Call 45 CSCO 20.09.2024
/ DE000JK3PS78
JP Morgan Call 45 CSCO 20.09.2024/ DE000JK3PS78 /
| 14/08/2024 11:05:48 |
Chg.+0.030 |
Bid18:21:03 |
Ask18:21:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
45.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JK3PS7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
16/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
0.03 |
| Time value: |
0.18 |
| Break-even: |
43.02 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
11.08 |
| Rho: |
0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-56.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.180 |
| 1M High / 1M Low: |
0.400 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
