JP Morgan Call 50 CSCO 20.09.2024
/ DE000JB6CVG3
JP Morgan Call 50 CSCO 20.09.2024/ DE000JB6CVG3 /
| 2024-06-28 12:36:34 PM |
Chg.+0.016 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
+22.54% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
50.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB6CVG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.23 |
| Time value: |
0.10 |
| Break-even: |
47.63 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
11.63% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
16.09 |
| Rho: |
0.03 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.087 |
| Previous Close: |
0.071 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
+38.10% |
| 3 Months |
|
|
-67.78% |
| YTD |
|
|
-78.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.096 |
0.071 |
| 1M High / 1M Low: |
0.110 |
0.046 |
| 6M High / 6M Low: |
0.500 |
0.046 |
| High (YTD): |
2024-01-26 |
0.500 |
| Low (YTD): |
2024-06-14 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.240 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.77% |
| Volatility 6M: |
|
230.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
