JP Morgan Put 50 CSCO 20.09.2024
/ DE000JB6CV58
JP Morgan Put 50 CSCO 20.09.2024/ DE000JB6CV58 /
| 9/18/2024 8:28:08 AM |
Chg.+0.003 |
Bid7:58:00 PM |
Ask7:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
+30.00% |
0.013
Bid Size: 250,000 |
0.023
Ask Size: 250,000 |
Cisco Systems Inc |
50.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-168.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
-0.05 |
| Time value: |
0.03 |
| Break-even: |
44.69 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
24.88 |
| Spread abs.: |
0.01 |
| Spread %: |
58.82% |
| Delta: |
-0.32 |
| Theta: |
-0.11 |
| Omega: |
-54.50 |
| Rho: |
0.00 |
Quote data
| Open: |
0.013 |
| High: |
0.013 |
| Low: |
0.013 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-90.00% |
| 1 Month |
|
|
-90.71% |
| 3 Months |
|
|
-97.11% |
| YTD |
|
|
-95.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.010 |
| 1M High / 1M Low: |
0.140 |
0.010 |
| 6M High / 6M Low: |
0.490 |
0.010 |
| High (YTD): |
8/13/2024 |
0.490 |
| Low (YTD): |
9/17/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
490.68% |
| Volatility 6M: |
|
303.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
