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: |
|
- |