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JP Morgan Put 60 JCI 17.01.2025/  DE000JL7EZP7  /

EUWAX
2024-09-10  10:44:28 AM Chg.-0.020 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.290EUR -6.45% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 60.00 - 2025-01-17 Put
 

Master data

WKN: JL7EZP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.43
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.22
Time value: 0.32
Break-even: 56.80
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 10.34%
Delta: -0.36
Theta: -0.01
Omega: -7.05
Rho: -0.09
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.11%
1 Month
  -21.62%
3 Months
  -14.71%
YTD
  -67.78%
1 Year
  -71.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.180
1M High / 1M Low: 0.380 0.180
6M High / 6M Low: 0.720 0.180
High (YTD): 2024-01-16 1.100
Low (YTD): 2024-09-03 0.180
52W High: 2023-10-27 1.450
52W Low: 2024-09-03 0.180
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.409
Avg. volume 6M:   0.000
Avg. price 1Y:   0.740
Avg. volume 1Y:   0.000
Volatility 1M:   175.47%
Volatility 6M:   150.81%
Volatility 1Y:   114.57%
Volatility 3Y:   -