JP Morgan Put 50 CSCO 20.09.2024
/ DE000JB6CV58
JP Morgan Put 50 CSCO 20.09.2024/ DE000JB6CV58 /
| 2024-07-29 12:37:48 PM |
Chg.-0.030 |
Bid3:39:21 PM |
Ask3:39:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-9.68% |
0.290
Bid Size: 300,000 |
0.300
Ask Size: 300,000 |
Cisco Systems Inc |
50.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB6CV5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.20 |
| Time value: |
0.07 |
| Break-even: |
43.40 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-10.58 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-17.65% |
| YTD |
|
|
-3.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.290 |
| 1M High / 1M Low: |
0.400 |
0.220 |
| 6M High / 6M Low: |
0.460 |
0.130 |
| High (YTD): |
2024-06-14 |
0.460 |
| Low (YTD): |
2024-05-16 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.325 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.68% |
| Volatility 6M: |
|
214.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
