JP Morgan Put 44 CSCO 16.08.2024
/ DE000JK1EJJ8
JP Morgan Put 44 CSCO 16.08.2024/ DE000JK1EJJ8 /
| 6/27/2024 9:31:51 AM |
Chg.+0.006 |
Bid4:39:21 PM |
Ask4:39:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+12.77% |
0.051
Bid Size: 300,000 |
0.061
Ask Size: 300,000 |
Cisco Systems Inc |
44.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JK1EJJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/17/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-74.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.27 |
| Time value: |
0.06 |
| Break-even: |
40.61 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
18.87% |
| Delta: |
-0.23 |
| Theta: |
-0.01 |
| Omega: |
-16.91 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.053 |
| Previous Close: |
0.047 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.38% |
| 1 Month |
|
|
-24.29% |
| 3 Months |
|
|
-25.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.046 |
| 1M High / 1M Low: |
0.092 |
0.046 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
