JP Morgan Call 62 CSCO 17.01.2025
/ DE000JV34LJ9
JP Morgan Call 62 CSCO 17.01.2025/ DE000JV34LJ9 /
2024-12-27 12:21:45 PM |
Chg.+0.003 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.016EUR |
+23.08% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
62.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
JV34LJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
62.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-11-11 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
250.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.17 |
Parity: |
-0.19 |
Time value: |
0.02 |
Break-even: |
59.72 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.01 |
Spread %: |
76.92% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
49.90 |
Rho: |
0.01 |
Quote data
Open: |
0.016 |
High: |
0.016 |
Low: |
0.016 |
Previous Close: |
0.013 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.67% |
1 Month |
|
|
-70.91% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.015 |
0.013 |
1M High / 1M Low: |
0.057 |
0.011 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
559.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |