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JP Morgan Put 52 JCI 17.01.2025/  DE000JL6NWF8  /

EUWAX
20/06/2024  10:46:29 Chg.- Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.160EUR - -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 52.00 - 17/01/2025 Put
 

Master data

WKN: JL6NWF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Put
Strike price: 52.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -29.56
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -1.01
Time value: 0.21
Break-even: 49.90
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.41
Spread abs.: 0.05
Spread %: 31.25%
Delta: -0.20
Theta: -0.01
Omega: -5.78
Rho: -0.07
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.160
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+14.29%
3 Months
  -42.86%
YTD
  -71.43%
1 Year
  -67.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.170 0.130
6M High / 6M Low: 0.720 0.110
High (YTD): 16/01/2024 0.720
Low (YTD): 28/05/2024 0.110
52W High: 27/10/2023 1.020
52W Low: 28/05/2024 0.110
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.364
Avg. volume 6M:   0.000
Avg. price 1Y:   0.540
Avg. volume 1Y:   0.000
Volatility 1M:   110.99%
Volatility 6M:   116.42%
Volatility 1Y:   96.17%
Volatility 3Y:   -