JP Morgan Call 45 CIS 20.09.2024
/ DE000JK3PS78
JP Morgan Call 45 CIS 20.09.2024/ DE000JK3PS78 /
| 27/08/2024 10:51:02 |
Chg.- |
Bid08:01:04 |
Ask08:01:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
45.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JK3PS7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
16/02/2024 |
| Last trading day: |
30/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.18 |
| Parity: |
-0.08 |
| Time value: |
0.54 |
| Break-even: |
50.40 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
29.34 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.54 |
| Theta: |
-0.21 |
| Omega: |
4.46 |
| Rho: |
0.01 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+134.78% |
| 3 Months |
|
|
+107.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.540 |
0.180 |
| 6M High / 6M Low: |
0.720 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.63% |
| Volatility 6M: |
|
189.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
