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: |
|
- |
