JP Morgan Put 46 CSCO 20.09.2024
/ DE000JB6CV25
JP Morgan Put 46 CSCO 20.09.2024/ DE000JB6CV25 /
| 7/29/2024 12:37:48 PM |
Chg.-0.010 |
Bid8:04:22 PM |
Ask8:04:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-9.09% |
0.086
Bid Size: 300,000 |
0.096
Ask Size: 300,000 |
Cisco Systems Inc |
46.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
9/19/2024 |
| 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): |
2/15/2024 |
0.220 |
| Low (YTD): |
5/16/2024 |
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: |
|
- |
