JP Morgan Put 44 CSCO 20.09.2024
/ DE000JB67MH3
JP Morgan Put 44 CSCO 20.09.2024/ DE000JB67MH3 /
| 9/3/2024 12:52:03 PM |
Chg.0.000 |
Bid8:58:04 PM |
Ask8:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.002EUR |
0.00% |
0.003
Bid Size: 200,000 |
0.013
Ask Size: 200,000 |
Cisco Systems Inc |
44.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB67MH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-229.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.18 |
| Parity: |
-0.59 |
| Time value: |
0.02 |
| Break-even: |
39.56 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
13.81 |
| Spread abs.: |
0.02 |
| Spread %: |
1,000.00% |
| Delta: |
-0.09 |
| Theta: |
-0.02 |
| Omega: |
-19.59 |
| Rho: |
0.00 |
Quote data
| Open: |
0.002 |
| High: |
0.002 |
| Low: |
0.002 |
| Previous Close: |
0.002 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-97.06% |
| 3 Months |
|
|
-97.75% |
| YTD |
|
|
-98.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.003 |
0.002 |
| 1M High / 1M Low: |
0.170 |
0.002 |
| 6M High / 6M Low: |
0.170 |
0.002 |
| High (YTD): |
8/6/2024 |
0.170 |
| Low (YTD): |
9/2/2024 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.003 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.080 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
494.41% |
| Volatility 6M: |
|
341.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
