JP Morgan Put 45 CSCO 20.06.2025
/ DE000JB7RBA4
JP Morgan Put 45 CSCO 20.06.2025/ DE000JB7RBA4 /
| 7/12/2024 8:26:48 AM |
Chg.-0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
45.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
11/29/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.22 |
| Time value: |
0.23 |
| Break-even: |
38.97 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.31 |
| Theta: |
0.00 |
| Omega: |
-5.94 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
-16.13% |
| 3 Months |
|
|
-3.70% |
| YTD |
|
|
-10.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.260 |
| 1M High / 1M Low: |
0.320 |
0.250 |
| 6M High / 6M Low: |
0.360 |
0.190 |
| High (YTD): |
2/15/2024 |
0.360 |
| Low (YTD): |
5/16/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.286 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.79% |
| Volatility 6M: |
|
105.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
