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: |
|
- |
