JP Morgan Put 66 JCI 17.01.2025
/ DE000JL66X59
JP Morgan Put 66 JCI 17.01.2025/ DE000JL66X59 /
11/09/2024 11:22:17 |
Chg.-0.050 |
Bid21:57:49 |
Ask21:57:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-10.00% |
0.420 Bid Size: 7,500 |
0.450 Ask Size: 7,500 |
Johnson Controls Int... |
66.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL66X5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Johnson Controls International PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
66.00 - |
Maturity: |
17/01/2025 |
Issue date: |
23/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
0.22 |
Time value: |
0.25 |
Break-even: |
61.30 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
6.82% |
Delta: |
-0.52 |
Theta: |
-0.01 |
Omega: |
-7.11 |
Rho: |
-0.13 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.65% |
1 Month |
|
|
-23.73% |
3 Months |
|
|
-15.09% |
YTD |
|
|
-62.18% |
1 Year |
|
|
-65.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.430 |
1M High / 1M Low: |
0.620 |
0.340 |
6M High / 6M Low: |
1.000 |
0.340 |
High (YTD): |
17/01/2024 |
1.440 |
Low (YTD): |
02/09/2024 |
0.340 |
52W High: |
27/10/2023 |
1.810 |
52W Low: |
02/09/2024 |
0.340 |
Avg. price 1W: |
|
0.472 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.448 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.640 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.008 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
130.71% |
Volatility 6M: |
|
120.05% |
Volatility 1Y: |
|
93.10% |
Volatility 3Y: |
|
- |