JP Morgan Call 48 CSCO 20.09.2024/  DE000JB67MG5  /

EUWAX
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:   -