JP Morgan Call 48 CSCO 16.08.2024
/ DE000JK3AZW1
JP Morgan Call 48 CSCO 16.08.2024/ DE000JK3AZW1 /
| 2024-07-29 10:58:22 AM |
Chg.+0.010 |
Bid5:09:18 PM |
Ask5:09:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+7.69% |
0.150
Bid Size: 300,000 |
0.160
Ask Size: 300,000 |
Cisco Systems Inc |
48.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JK3AZW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.17 |
| Parity: |
-0.01 |
| Time value: |
0.15 |
| Break-even: |
45.70 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.51 |
| Theta: |
-0.04 |
| Omega: |
15.37 |
| Rho: |
0.01 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
-41.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.081 |
| 1M High / 1M Low: |
0.170 |
0.067 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
