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JP Morgan Put 62 JCI 17.01.2025/  DE000JL5WD15  /

EUWAX
10/07/2024  10:44:24 Chg.0.000 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.440EUR 0.00% -
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: -12.93
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.01
Time value: 0.48
Break-even: 57.20
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 9.09%
Delta: -0.42
Theta: -0.01
Omega: -5.43
Rho: -0.16
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+10.00%
3 Months
  -31.25%
YTD
  -55.56%
1 Year
  -46.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.440
1M High / 1M Low: 0.510 0.370
6M High / 6M Low: 1.210 0.320
High (YTD): 16/01/2024 1.210
Low (YTD): 28/05/2024 0.320
52W High: 27/10/2023 1.560
52W Low: 28/05/2024 0.320
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.707
Avg. volume 6M:   0.000
Avg. price 1Y:   0.924
Avg. volume 1Y:   0.000
Volatility 1M:   99.70%
Volatility 6M:   95.96%
Volatility 1Y:   79.94%
Volatility 3Y:   -