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JP Morgan Put 66 JCI 17.01.2025/  DE000JL66X59  /

EUWAX
7/11/2024  11:44:58 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.590EUR -3.28% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 66.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/23/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.93
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.34
Implied volatility: 0.28
Historic volatility: 0.23
Parity: 0.34
Time value: 0.29
Break-even: 59.70
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 6.78%
Delta: -0.53
Theta: -0.01
Omega: -5.24
Rho: -0.20
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.35%
1 Month  
+9.26%
3 Months
  -28.92%
YTD
  -50.42%
1 Year
  -38.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.590
1M High / 1M Low: 0.710 0.520
6M High / 6M Low: 1.440 0.430
High (YTD): 1/17/2024 1.440
Low (YTD): 5/28/2024 0.430
52W High: 10/27/2023 1.810
52W Low: 5/28/2024 0.430
Avg. price 1W:   0.614
Avg. volume 1W:   0.000
Avg. price 1M:   0.611
Avg. volume 1M:   0.000
Avg. price 6M:   0.879
Avg. volume 6M:   0.000
Avg. price 1Y:   1.110
Avg. volume 1Y:   0.000
Volatility 1M:   96.42%
Volatility 6M:   85.18%
Volatility 1Y:   76.15%
Volatility 3Y:   -