JP Morgan Put 62 JCI 16.01.2026
/ DE000JT2VNX4
JP Morgan Put 62 JCI 16.01.2026/ DE000JT2VNX4 /
10/09/2024 10:07:27 |
Chg.-0.010 |
Bid14:27:05 |
Ask14:27:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-1.15% |
0.800 Bid Size: 5,000 |
0.850 Ask Size: 5,000 |
Johnson Controls Int... |
62.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
JT2VNX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Johnson Controls International PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
62.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
12/06/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.23 |
Parity: |
-0.60 |
Time value: |
0.85 |
Break-even: |
47.66 |
Moneyness: |
0.90 |
Premium: |
0.23 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.07 |
Spread %: |
9.30% |
Delta: |
-0.29 |
Theta: |
-0.01 |
Omega: |
-2.14 |
Rho: |
-0.36 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.860 |
Previous Close: |
0.870 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.13% |
1 Month |
|
|
-4.44% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.710 |
1M High / 1M Low: |
0.920 |
0.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.794 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |