JP Morgan Put 40 CSCO 20.06.2025
/ DE000JB7RB88
JP Morgan Put 40 CSCO 20.06.2025/ DE000JB7RB88 /
| 2024-10-08 8:27:51 AM |
Chg.+0.001 |
Bid9:14:06 AM |
Ask9:14:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
+1.96% |
0.051
Bid Size: 30,000 |
0.066
Ask Size: 30,000 |
Cisco Systems Inc |
40.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JB7RB8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
-1.16 |
| Time value: |
0.06 |
| Break-even: |
35.82 |
| Moneyness: |
0.76 |
| Premium: |
0.26 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
30.61% |
| Delta: |
-0.10 |
| Theta: |
0.00 |
| Omega: |
-7.37 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.051 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
-39.53% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-71.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.050 |
| 1M High / 1M Low: |
0.099 |
0.049 |
| 6M High / 6M Low: |
0.210 |
0.049 |
| High (YTD): |
2024-08-06 |
0.210 |
| Low (YTD): |
2024-09-27 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.128 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.29% |
| Volatility 6M: |
|
146.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
