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JP Morgan Put 62 JCI 17.01.2025/  DE000JL5WD15  /

EUWAX
05/08/2024  10:07:55 Chg.- Bid09:25:41 Ask09:25:41 Underlying Strike price Expiration date Option type
0.530EUR - 0.530
Bid Size: 7,500		 0.570
Ask Size: 7,500		 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: -9.38
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.20
Implied volatility: 0.36
Historic volatility: 0.22
Parity: 0.20
Time value: 0.44
Break-even: 55.60
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.10
Spread %: 18.52%
Delta: -0.48
Theta: -0.01
Omega: -4.48
Rho: -0.16
 

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
  -22.06%
YTD
  -46.46%
1 Year
  -42.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.320
1M High / 1M Low: 0.530 0.320
6M High / 6M Low: 1.160 0.320
High (YTD): 16/01/2024 1.210
Low (YTD): 01/08/2024 0.320
52W High: 27/10/2023 1.560
52W Low: 01/08/2024 0.320
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.604
Avg. volume 6M:   0.000
Avg. price 1Y:   0.895
Avg. volume 1Y:   0.000
Volatility 1M:   215.88%
Volatility 6M:   123.03%
Volatility 1Y:   94.92%
Volatility 3Y:   -