JP Morgan Call 45 CSCO 20.09.2024/  DE000JK3PS78  /

EUWAX
7/30/2024  11:15:17 AM Chg.+0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.370EUR +5.71% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 45.00 USD 9/20/2024 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: 9/20/2024
Issue date: 2/16/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.67
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.28
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 0.28
Time value: 0.10
Break-even: 45.39
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.75
Theta: -0.02
Omega: 8.71
Rho: 0.04
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.59%
1 Month  
+12.12%
3 Months
  -15.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.270
1M High / 1M Low: 0.390 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.309
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -