JP Morgan Call 52 CSCO 19.09.2025
/ DE000JT2G1L2
JP Morgan Call 52 CSCO 19.09.2025/ DE000JT2G1L2 /
| 12/11/2024 10:12:31 |
Chg.+0.040 |
Bid19:14:25 |
Ask19:14:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+4.55% |
0.910
Bid Size: 250,000 |
0.920
Ask Size: 250,000 |
Cisco Systems Inc |
52.00 USD |
19/09/2025 |
Call |
Master data
| WKN: |
JT2G1L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
19/09/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.62 |
| Time value: |
0.25 |
| Break-even: |
57.49 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.08 |
| Rho: |
0.30 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.58% |
| 1 Month |
|
|
+70.37% |
| 3 Months |
|
|
+283.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.710 |
| 1M High / 1M Low: |
0.880 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
