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: |
|
- |