JP Morgan Put 42 CIS 16.08.2024/  DE000JK3AZU5  /

EUWAX
7/1/2024  10:58:27 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.018EUR - -
Bid Size: -
-
Ask Size: -
CISCO SYSTEMS DL-... 42.00 - 8/16/2024 Put
 

Master data

WKN: JK3AZU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Put
Strike price: 42.00 -
Maturity: 8/16/2024
Issue date: 2/16/2024
Last trading day: 7/2/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -157.56
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -0.21
Time value: 0.03
Break-even: 41.72
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 1.92
Spread abs.: 0.01
Spread %: 55.56%
Delta: -0.19
Theta: -0.02
Omega: -29.67
Rho: 0.00
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.017
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+5.88%
3 Months
  -67.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.018 0.018
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -