JP Morgan Put 50 CSCO 19.09.2025
/ DE000JK1YVK9
JP Morgan Put 50 CSCO 19.09.2025/ DE000JK1YVK9 /
10/7/2024 4:53:18 PM |
Chg.- |
Bid8:03:00 AM |
Ask8:03:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
- |
0.290 Bid Size: 15,000 |
0.350 Ask Size: 15,000 |
Cisco Systems Inc |
50.00 USD |
9/19/2025 |
Put |
Master data
WKN: |
JK1YVK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 USD |
Maturity: |
9/19/2025 |
Issue date: |
1/29/2024 |
Last trading day: |
9/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
-0.25 |
Time value: |
0.29 |
Break-even: |
42.68 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
7.41% |
Delta: |
-0.32 |
Theta: |
0.00 |
Omega: |
-5.33 |
Rho: |
-0.17 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.270 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-49.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.270 |
1M High / 1M Low: |
0.450 |
0.270 |
6M High / 6M Low: |
0.670 |
0.270 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.272 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.333 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.491 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.26% |
Volatility 6M: |
|
99.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |