JP Morgan Put 46 CSCO 20.06.2025
/ DE000JB7RBB2
JP Morgan Put 46 CSCO 20.06.2025/ DE000JB7RBB2 /
| 7/29/2024 12:37:42 PM |
Chg.-0.020 |
Bid4:00:37 PM |
Ask4:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-6.67% |
0.280
Bid Size: 300,000 |
0.290
Ask Size: 300,000 |
Cisco Systems Inc |
46.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JB7RBB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 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: |
-14.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.17 |
| Time value: |
0.30 |
| Break-even: |
39.39 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
-0.34 |
| Theta: |
0.00 |
| Omega: |
-5.02 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
-17.65% |
| YTD |
|
|
-12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.280 |
| 1M High / 1M Low: |
0.330 |
0.250 |
| 6M High / 6M Low: |
0.390 |
0.210 |
| High (YTD): |
2/15/2024 |
0.390 |
| Low (YTD): |
5/16/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
350 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
447 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.66% |
| Volatility 6M: |
|
107.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
