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JP Morgan Put 62 JCI 17.01.2025/  DE000JL5WD15  /

EUWAX
8/5/2024  10:07:55 AM Chg.+0.160 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.530EUR +43.24% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 62.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.36
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.02
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 0.02
Time value: 0.48
Break-even: 57.00
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 8.70%
Delta: -0.43
Theta: -0.01
Omega: -5.35
Rho: -0.14
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.50%
1 Month  
+15.22%
3 Months
  -23.19%
YTD
  -46.46%
1 Year
  -42.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.320
1M High / 1M Low: 0.470 0.320
6M High / 6M Low: 1.160 0.320
High (YTD): 1/16/2024 1.210
Low (YTD): 8/1/2024 0.320
52W High: 10/27/2023 1.560
52W Low: 8/1/2024 0.320
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.397
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   0.897
Avg. volume 1Y:   0.000
Volatility 1M:   150.50%
Volatility 6M:   106.86%
Volatility 1Y:   84.97%
Volatility 3Y:   -