JP Morgan Put 68 JCI 18.10.2024
/ DE000JK97BX1
JP Morgan Put 68 JCI 18.10.2024/ DE000JK97BX1 /
2024-09-10 11:47:22 AM |
Chg.-0.020 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-6.06% |
- Bid Size: - |
- Ask Size: - |
Johnson Controls Int... |
68.00 USD |
2024-10-18 |
Put |
Master data
WKN: |
JK97BX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Johnson Controls International PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
68.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-05-20 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.23 |
Parity: |
-0.05 |
Time value: |
0.30 |
Break-even: |
58.63 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.02 |
Spread %: |
6.45% |
Delta: |
-0.44 |
Theta: |
-0.04 |
Omega: |
-9.08 |
Rho: |
-0.03 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+93.75% |
1 Month |
|
|
-31.11% |
3 Months |
|
|
-38.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.160 |
1M High / 1M Low: |
0.470 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.256 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.278 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
255.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |