JP Morgan Put 64 JCI 18.10.2024
/ DE000JK42NQ6
JP Morgan Put 64 JCI 18.10.2024/ DE000JK42NQ6 /
11/09/2024 10:05:42 |
Chg.-0.040 |
Bid11:47:14 |
Ask11:47:14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-25.00% |
0.120 Bid Size: 5,000 |
0.140 Ask Size: 5,000 |
Johnson Controls Int... |
64.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JK42NQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Johnson Controls International PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
64.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
20/03/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-50.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.23 |
Parity: |
-0.58 |
Time value: |
0.13 |
Break-even: |
56.80 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
1.80 |
Spread abs.: |
0.02 |
Spread %: |
16.67% |
Delta: |
-0.22 |
Theta: |
-0.04 |
Omega: |
-11.28 |
Rho: |
-0.02 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.69% |
1 Month |
|
|
-58.62% |
3 Months |
|
|
-62.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.130 |
1M High / 1M Low: |
0.300 |
0.071 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.154 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
365.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |