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JP Morgan Put 66 JCI 17.01.2025/  DE000JL66X59  /

EUWAX
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:   -