JP Morgan Put 54 JCI 20.06.2025
/ DE000JK8CJ79
JP Morgan Put 54 JCI 20.06.2025/ DE000JK8CJ79 /
| 10/07/2024 14:48:41 |
Chg.0.000 |
Bid20:26:50 |
Ask20:26:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
0.00% |
0.350
Bid Size: 100,000 |
0.370
Ask Size: 100,000 |
Johnson Controls Int... |
54.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK8CJ7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
54.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
26/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
-1.22 |
| Time value: |
0.42 |
| Break-even: |
45.73 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.06 |
| Spread %: |
16.67% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-3.16 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.360 |
| 1M High / 1M Low: |
0.400 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.359 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
