JP Morgan Put 42 CIS 20.06.2025/  DE000JK2WCG9  /

EUWAX
2024-07-01  10:38:35 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.170EUR - -
Bid Size: -
-
Ask Size: -
CISCO SYSTEMS DL-... 42.00 - 2025-06-20 Put
 

Master data

WKN: JK2WCG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Put
Strike price: 42.00 -
Maturity: 2025-06-20
Issue date: 2024-02-08
Last trading day: 2024-07-02
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.32
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.17
Parity: -0.10
Time value: 0.17
Break-even: 40.30
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 6.25%
Delta: -0.33
Theta: 0.00
Omega: -8.36
Rho: -0.15
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -15.00%
3 Months
  -19.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.170
1M High / 1M Low: 0.220 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -