JP Morgan Call 62 CSCO 21.03.2025
/ DE000JV3QEA5
JP Morgan Call 62 CSCO 21.03.2025/ DE000JV3QEA5 /
| 1/23/2025 10:41:42 AM |
Chg.+0.040 |
Bid7:35:06 PM |
Ask7:35:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+22.22% |
0.240
Bid Size: 250,000 |
0.250
Ask Size: 250,000 |
Cisco Systems Inc |
62.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JV3QEA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
10/17/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.04 |
| Time value: |
0.22 |
| Break-even: |
61.78 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
13.72 |
| Rho: |
0.04 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.67% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
+69.23% |
| YTD |
|
|
+57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.150 |
| 1M High / 1M Low: |
0.180 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.180 |
| Low (YTD): |
1/13/2025 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |