JP Morgan Call 46 CSCO 18.10.2024
/ DE000JT0J1L1
JP Morgan Call 46 CSCO 18.10.2024/ DE000JT0J1L1 /
14/08/2024 08:44:08 |
Chg.+0.020 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+12.50% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
46.00 USD |
18/10/2024 |
Call |
Master data
WKN: |
JT0J1L |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
29/05/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
-0.06 |
Time value: |
0.16 |
Break-even: |
43.47 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
0.49 |
Theta: |
-0.02 |
Omega: |
12.46 |
Rho: |
0.03 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-30.77% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.160 |
1M High / 1M Low: |
0.370 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.267 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |