JP Morgan Put 44 CSCO 20.06.2025
/ DE000JB7RB96
JP Morgan Put 44 CSCO 20.06.2025/ DE000JB7RB96 /
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: |
|
- |