JP Morgan Put 48 CSCO 20.06.2025
/ DE000JB7RBC0
JP Morgan Put 48 CSCO 20.06.2025/ DE000JB7RBC0 /
2024-10-08 8:27:51 AM |
Chg.+0.010 |
Bid12:35:37 PM |
Ask12:35:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+5.88% |
0.170 Bid Size: 50,000 |
0.180 Ask Size: 50,000 |
Cisco Systems Inc |
48.00 USD |
2025-06-20 |
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: |
2025-06-20 |
Issue date: |
2023-11-29 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
-0.41 |
Time value: |
0.17 |
Break-even: |
42.01 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
11.76% |
Delta: |
-0.26 |
Theta: |
-0.01 |
Omega: |
-7.16 |
Rho: |
-0.10 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-35.71% |
3 Months |
|
|
-53.85% |
YTD |
|
|
-52.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.160 |
1M High / 1M Low: |
0.310 |
0.160 |
6M High / 6M Low: |
0.530 |
0.160 |
High (YTD): |
2024-08-06 |
0.530 |
Low (YTD): |
2024-10-01 |
0.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.172 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.216 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.356 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.57% |
Volatility 6M: |
|
126.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |