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JP Morgan Put 62 JCI 17.01.2025/  DE000JL5WD15  /

EUWAX
11/10/2024  10:50:43 Chg.-0.010 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 62.00 - 17/01/2025 Put
 

Master data

WKN: JL5WD1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Put
Strike price: 62.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -44.36
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -0.90
Time value: 0.16
Break-even: 60.40
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.69
Spread abs.: 0.04
Spread %: 33.33%
Delta: -0.20
Theta: -0.02
Omega: -8.70
Rho: -0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -51.85%
3 Months
  -64.86%
YTD
  -86.87%
1 Year
  -90.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.270 0.130
6M High / 6M Low: 0.730 0.130
High (YTD): 16/01/2024 1.210
Low (YTD): 11/10/2024 0.130
52W High: 27/10/2023 1.560
52W Low: 11/10/2024 0.130
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.391
Avg. volume 6M:   0.000
Avg. price 1Y:   0.728
Avg. volume 1Y:   0.000
Volatility 1M:   131.95%
Volatility 6M:   149.85%
Volatility 1Y:   112.46%
Volatility 3Y:   -