JP Morgan Call 50 CSCO 20.09.2024
/ DE000JB6CVG3
JP Morgan Call 50 CSCO 20.09.2024/ DE000JB6CVG3 /
2024-06-27 12:28:36 PM |
Chg.-0.017 |
Bid4:44:21 PM |
Ask4:44:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.071EUR |
-19.32% |
0.071 Bid Size: 300,000 |
0.081 Ask Size: 300,000 |
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: |
57.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.17 |
Parity: |
-0.29 |
Time value: |
0.08 |
Break-even: |
47.58 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
14.08% |
Delta: |
0.30 |
Theta: |
-0.01 |
Omega: |
17.17 |
Rho: |
0.03 |
Quote data
Open: |
0.071 |
High: |
0.071 |
Low: |
0.071 |
Previous Close: |
0.088 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.41% |
1 Month |
|
|
-2.74% |
3 Months |
|
|
-72.69% |
YTD |
|
|
-82.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.096 |
0.058 |
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: |
|
0.081 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.068 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.246 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
272.90% |
Volatility 6M: |
|
224.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |