JP Morgan Call 50 CSCO 18.10.2024
/ DE000JK3JY52
JP Morgan Call 50 CSCO 18.10.2024/ DE000JK3JY52 /
| 05/09/2024 10:42:01 |
Chg.-0.026 |
Bid14:50:51 |
Ask14:50:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
-21.67% |
0.097
Bid Size: 75,000 |
0.110
Ask Size: 75,000 |
Cisco Systems Inc |
50.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK3JY5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
-0.03 |
| Time value: |
0.10 |
| Break-even: |
46.12 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
22.55 |
| Rho: |
0.03 |
Quote data
| Open: |
0.094 |
| High: |
0.094 |
| Low: |
0.094 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.67% |
| 1 Month |
|
|
-14.55% |
| 3 Months |
|
|
-27.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.120 |
| 1M High / 1M Low: |
0.150 |
0.050 |
| 6M High / 6M Low: |
0.330 |
0.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
387.21% |
| Volatility 6M: |
|
263.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
