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JP Morgan Put 56 JCI 17.01.2025/  DE000JL666R9  /

EUWAX
2024-08-05  10:08:09 AM Chg.+0.120 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.320EUR +60.00% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 56.00 - 2025-01-17 Put
 

Master data

WKN: JL666R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Put
Strike price: 56.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.31
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.22
Parity: -0.58
Time value: 0.32
Break-even: 52.80
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.35
Spread abs.: 0.05
Spread %: 18.52%
Delta: -0.28
Theta: -0.01
Omega: -5.46
Rho: -0.09
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.13%
1 Month  
+23.08%
3 Months
  -23.81%
YTD
  -55.56%
1 Year
  -53.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.180
1M High / 1M Low: 0.270 0.170
6M High / 6M Low: 0.860 0.170
High (YTD): 2024-01-16 0.900
Low (YTD): 2024-07-16 0.170
52W High: 2023-10-27 1.220
52W Low: 2024-07-16 0.170
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   18.600
Avg. price 1Y:   0.645
Avg. volume 1Y:   9.190
Volatility 1M:   162.32%
Volatility 6M:   129.48%
Volatility 1Y:   101.10%
Volatility 3Y:   -