JP Morgan Put 45 CSCO 20.06.2025
/ DE000JB7RBA4
JP Morgan Put 45 CSCO 20.06.2025/ DE000JB7RBA4 /
| 2024-06-27 12:28:33 PM |
Chg.+0.020 |
Bid5:41:04 PM |
Ask5:41:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+7.69% |
0.260
Bid Size: 300,000 |
0.270
Ask Size: 300,000 |
Cisco Systems Inc |
45.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JB7RBA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.17 |
| Time value: |
0.29 |
| Break-even: |
39.24 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
-0.34 |
| Theta: |
0.00 |
| Omega: |
-5.07 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
-3.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.260 |
| 1M High / 1M Low: |
0.330 |
0.250 |
| 6M High / 6M Low: |
0.360 |
0.190 |
| High (YTD): |
2024-02-15 |
0.360 |
| Low (YTD): |
2024-05-16 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.05% |
| Volatility 6M: |
|
103.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
