JP Morgan Call 46 CSCO 18.10.2024
/ DE000JT0J1L1
JP Morgan Call 46 CSCO 18.10.2024/ DE000JT0J1L1 /
| 9/17/2024 8:48:14 AM |
Chg.+0.090 |
Bid12:35:06 PM |
Ask12:35:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+24.32% |
0.480
Bid Size: 50,000 |
-
Ask Size: - |
Cisco Systems Inc |
46.00 USD |
10/18/2024 |
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: |
10/18/2024 |
| Issue date: |
5/29/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
0.45 |
| Time value: |
-0.06 |
| Break-even: |
45.29 |
| Moneyness: |
1.11 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.14 |
| Spread abs.: |
-0.02 |
| Spread %: |
-4.35% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.29% |
| 1 Month |
|
|
+48.39% |
| 3 Months |
|
|
+130.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.280 |
| 1M High / 1M Low: |
0.450 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
