JP Morgan Put 62 JCI 18.10.2024
/ DE000JK4LHY0
JP Morgan Put 62 JCI 18.10.2024/ DE000JK4LHY0 /
| 10/07/2024 10:27:49 |
Chg.+0.010 |
Bid14:42:04 |
Ask14:42:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.270
Bid Size: 7,500 |
0.290
Ask Size: 7,500 |
Johnson Controls Int... |
62.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JK4LHY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
62.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
-0.48 |
| Time value: |
0.30 |
| Break-even: |
54.33 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
-0.30 |
| Theta: |
-0.02 |
| Omega: |
-6.27 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
+3.85% |
| 3 Months |
|
|
-46.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.260 |
| 1M High / 1M Low: |
0.350 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
