JP Morgan Call 48 CIS 18.10.2024
/ DE000JK3JY37
JP Morgan Call 48 CIS 18.10.2024/ DE000JK3JY37 /
25/09/2024 10:45:24 |
Chg.- |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
- |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
48.00 - |
18/10/2024 |
Call |
Master data
WKN: |
JK3JY3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 - |
Maturity: |
18/10/2024 |
Issue date: |
29/02/2024 |
Last trading day: |
26/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.28 |
Historic volatility: |
0.18 |
Parity: |
-0.02 |
Time value: |
0.40 |
Break-even: |
52.00 |
Moneyness: |
1.00 |
Premium: |
0.09 |
Premium p.a.: |
19.85 |
Spread abs.: |
-0.01 |
Spread %: |
-2.44% |
Delta: |
0.54 |
Theta: |
-0.20 |
Omega: |
6.44 |
Rho: |
0.01 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+90.48% |
3 Months |
|
|
+185.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.400 |
0.130 |
6M High / 6M Low: |
0.460 |
0.097 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.251 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.219 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
238.10% |
Volatility 6M: |
|
249.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |