JP Morgan Call 46 CSCO 20.06.2025
/ DE000JK71D99
JP Morgan Call 46 CSCO 20.06.2025/ DE000JK71D99 /
| 17/09/2024 08:38:18 |
Chg.+0.080 |
Bid12:58:04 |
Ask12:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+14.29% |
0.650
Bid Size: 50,000 |
0.660
Ask Size: 50,000 |
Cisco Systems Inc |
46.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JK71D9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
07/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.18 |
| Parity: |
0.45 |
| Time value: |
0.14 |
| Break-even: |
47.26 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
6.76 |
| Rho: |
0.26 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.49% |
| 1 Month |
|
|
+18.52% |
| 3 Months |
|
|
+64.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.500 |
| 1M High / 1M Low: |
0.630 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
