JP Morgan Call 54 CSCO 15.11.2024
/ DE000JV1VY30
JP Morgan Call 54 CSCO 15.11.2024/ DE000JV1VY30 /
| 2024-11-08 10:06:10 AM |
Chg.+0.010 |
Bid1:00:03 PM |
Ask1:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
0.420
Bid Size: 50,000 |
0.430
Ask Size: 50,000 |
Cisco Systems Inc |
54.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JV1VY3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-25 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.19 |
| Parity: |
0.38 |
| Time value: |
0.04 |
| Break-even: |
54.22 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.83 |
| Theta: |
-0.08 |
| Omega: |
10.68 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+95.24% |
| 1 Month |
|
|
+272.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.210 |
| 1M High / 1M Low: |
0.400 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
