JP Morgan Call 48 CSCO 18.10.2024
/ DE000JK3JY37
JP Morgan Call 48 CSCO 18.10.2024/ DE000JK3JY37 /
| 9/4/2024 10:11:40 AM |
Chg.-0.010 |
Bid5:51:38 PM |
Ask5:51:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
0.210
Bid Size: 300,000 |
0.220
Ask Size: 300,000 |
Cisco Systems Inc |
48.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK3JY3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.18 |
| Parity: |
0.19 |
| Time value: |
0.04 |
| Break-even: |
45.71 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
16.61 |
| Rho: |
0.04 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.250 |
| 1M High / 1M Low: |
0.290 |
0.097 |
| 6M High / 6M Low: |
0.460 |
0.097 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.209 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.58% |
| Volatility 6M: |
|
223.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
