JP Morgan Put 66 JCI 18.10.2024
/ DE000JK6KDC2
JP Morgan Put 66 JCI 18.10.2024/ DE000JK6KDC2 /
| 7/10/2024 9:55:03 AM |
Chg.+0.010 |
Bid7/10/2024 |
Ask7/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+2.38% |
0.430
Bid Size: 7,500 |
0.460
Ask Size: 7,500 |
Johnson Controls Int... |
66.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK6KDC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
66.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-0.11 |
| Time value: |
0.43 |
| Break-even: |
56.78 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
-0.41 |
| Theta: |
-0.02 |
| Omega: |
-5.95 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.51% |
| 1 Month |
|
|
+7.50% |
| 3 Months |
|
|
-33.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.420 |
| 1M High / 1M Low: |
0.520 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
