JP Morgan Put 48 CSCO 20.06.2025
/ DE000JB7RBC0
JP Morgan Put 48 CSCO 20.06.2025/ DE000JB7RBC0 /
9/3/2024 8:27:39 AM |
Chg.0.000 |
Bid9:57:28 PM |
Ask9:57:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
0.00% |
0.250 Bid Size: 50,000 |
0.270 Ask Size: 50,000 |
Cisco Systems Inc |
48.00 USD |
6/20/2025 |
Put |
Master data
WKN: |
JB7RBC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 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: |
-18.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
-0.23 |
Time value: |
0.25 |
Break-even: |
40.84 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.04 |
Spread %: |
16.67% |
Delta: |
-0.32 |
Theta: |
0.00 |
Omega: |
-5.82 |
Rho: |
-0.14 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-41.46% |
YTD |
|
|
-36.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.220 |
1M High / 1M Low: |
0.530 |
0.220 |
6M High / 6M Low: |
0.530 |
0.220 |
High (YTD): |
8/6/2024 |
0.530 |
Low (YTD): |
8/28/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.232 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.346 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.384 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.38% |
Volatility 6M: |
|
120.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |