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JP Morgan Put 44 CSCO 20.06.2025/  DE000JB7RB96  /

EUWAX
03/09/2024  08:27:40 Chg.+0.010 Bid19:22:39 Ask19:22:39 Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.140
Bid Size: 250,000		 0.150
Ask Size: 250,000		 Cisco Systems Inc 44.00 USD 20/06/2025 Put
 

Master data

WKN: JB7RB9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Put
Strike price: 44.00 USD
Maturity: 20/06/2025
Issue date: 29/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.03
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -0.59
Time value: 0.19
Break-even: 37.86
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 35.71%
Delta: -0.23
Theta: -0.01
Omega: -5.47
Rho: -0.10
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -41.67%
3 Months
  -44.00%
YTD
  -46.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.340 0.120
6M High / 6M Low: 0.340 0.120
High (YTD): 06/08/2024 0.340
Low (YTD): 28/08/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.95%
Volatility 6M:   138.02%
Volatility 1Y:   -
Volatility 3Y:   -