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JP Morgan Put 46 CSCO 20.09.2024/  DE000JB6CV25  /

EUWAX
2024-07-29  12:37:48 PM Chg.-0.010 Bid5:56:16 PM Ask5:56:16 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% 0.092
Bid Size: 300,000		 0.100
Ask Size: 300,000		 Cisco Systems Inc 46.00 USD 2024-09-20 Put
 

Master data

WKN: JB6CV2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Put
Strike price: 46.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -43.53
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -0.17
Time value: 0.10
Break-even: 41.37
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.32
Theta: -0.01
Omega: -13.74
Rho: -0.02
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.01%
1 Month
  -9.09%
3 Months
  -37.50%
YTD
  -41.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.099
1M High / 1M Low: 0.150 0.072
6M High / 6M Low: 0.220 0.049
High (YTD): 2024-02-15 0.220
Low (YTD): 2024-05-16 0.049
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.11%
Volatility 6M:   263.85%
Volatility 1Y:   -
Volatility 3Y:   -