OverviewChartNewsTraderScreen

JP Morgan Put 66 JCI 17.01.2025/  DE000JL66X59  /

EUWAX
10/07/2024  11:41:43 Chg.0.000 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.610EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: -9.70
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.39
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.39
Time value: 0.25
Break-even: 59.60
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 4.92%
Delta: -0.55
Theta: -0.01
Omega: -5.30
Rho: -0.21
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.17%
1 Month  
+15.09%
3 Months
  -25.61%
YTD
  -48.74%
1 Year
  -39.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.610
1M High / 1M Low: 0.710 0.520
6M High / 6M Low: 1.440 0.430
High (YTD): 17/01/2024 1.440
Low (YTD): 28/05/2024 0.430
52W High: 27/10/2023 1.810
52W Low: 28/05/2024 0.430
Avg. price 1W:   0.622
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   0.884
Avg. volume 6M:   0.000
Avg. price 1Y:   1.111
Avg. volume 1Y:   0.000
Volatility 1M:   95.44%
Volatility 6M:   85.25%
Volatility 1Y:   76.18%
Volatility 3Y:   -