JP Morgan Put 46 CSCO 16.08.2024
/ DE000JB92763
JP Morgan Put 46 CSCO 16.08.2024/ DE000JB92763 /
| 2024-07-29 10:20:49 AM |
Chg.-0.010 |
Bid5:27:10 PM |
Ask5:27:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-11.11% |
0.071
Bid Size: 300,000 |
0.081
Ask Size: 300,000 |
Cisco Systems Inc |
46.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB9276 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.17 |
| Parity: |
-0.17 |
| Time value: |
0.08 |
| Break-even: |
41.60 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
2.08 |
| Spread abs.: |
0.01 |
| Spread %: |
13.33% |
| Delta: |
-0.30 |
| Theta: |
-0.04 |
| Omega: |
-17.01 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
-10.11% |
| 3 Months |
|
|
-46.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.082 |
| 1M High / 1M Low: |
0.130 |
0.056 |
| 6M High / 6M Low: |
0.210 |
0.032 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.131 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.10% |
| Volatility 6M: |
|
326.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
