JP Morgan Call 48 CSCO 20.09.2024
/ DE000JB67MG5
JP Morgan Call 48 CSCO 20.09.2024/ DE000JB67MG5 /
| 2024-07-26 10:47:02 AM |
Chg.+0.030 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+21.43% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
48.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB67MG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-0.01 |
| Time value: |
0.18 |
| Break-even: |
45.97 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
13.39 |
| Rho: |
0.03 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-37.04% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.120 |
| 1M High / 1M Low: |
0.220 |
0.098 |
| 6M High / 6M Low: |
0.620 |
0.087 |
| High (YTD): |
2024-01-29 |
0.620 |
| Low (YTD): |
2024-06-14 |
0.087 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.275 |
| Avg. volume 6M: |
|
31.746 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.92% |
| Volatility 6M: |
|
221.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
