JP Morgan Call 46 CIS 20.09.2024
/ DE000JT0KS10
JP Morgan Call 46 CIS 20.09.2024/ DE000JT0KS10 /
2024-08-26 9:06:24 AM |
Chg.- |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
- |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
46.00 - |
2024-09-20 |
Call |
Master data
WKN: |
JT0KS1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-05-30 |
Last trading day: |
2024-08-26 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.05 |
Historic volatility: |
0.18 |
Parity: |
-0.03 |
Time value: |
0.44 |
Break-even: |
50.40 |
Moneyness: |
0.99 |
Premium: |
0.10 |
Premium p.a.: |
4.85 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
0.54 |
Theta: |
-0.11 |
Omega: |
5.65 |
Rho: |
0.01 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.440 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+2.33% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
+109.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.440 |
1M High / 1M Low: |
0.440 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.440 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.279 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
357.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |