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JP Morgan Put 66 JCI 17.01.2025/  DE000JL66X59  /

EUWAX
2024-11-15  11:30:49 AM Chg.+0.002 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.029EUR +7.41% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 66.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-06-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -84.39
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.24
Parity: -1.42
Time value: 0.10
Break-even: 65.05
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 1.77
Spread abs.: 0.06
Spread %: 171.43%
Delta: -0.12
Theta: -0.02
Omega: -10.14
Rho: -0.02
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.44%
1 Month
  -86.19%
3 Months
  -93.70%
YTD
  -97.56%
1 Year
  -98.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.023
1M High / 1M Low: 0.220 0.023
6M High / 6M Low: 0.710 0.023
High (YTD): 2024-01-17 1.440
Low (YTD): 2024-11-12 0.023
52W High: 2023-11-16 1.500
52W Low: 2024-11-12 0.023
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   0.762
Avg. volume 1Y:   0.000
Volatility 1M:   295.70%
Volatility 6M:   174.20%
Volatility 1Y:   130.62%
Volatility 3Y:   -