JP Morgan Put 68 JCI 18.10.2024
/ DE000JK97BX1
JP Morgan Put 68 JCI 18.10.2024/ DE000JK97BX1 /
| 05/08/2024 11:20:20 |
Chg.- |
Bid11:01:40 |
Ask11:01:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
- |
0.590
Bid Size: 7,500 |
0.620
Ask Size: 7,500 |
Johnson Controls Int... |
68.00 USD |
18/10/2024 |
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: |
18/10/2024 |
| Issue date: |
20/05/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.22 |
| Parity: |
0.21 |
| Time value: |
0.46 |
| Break-even: |
55.40 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.07 |
| Spread %: |
11.67% |
| Delta: |
-0.50 |
| Theta: |
-0.04 |
| Omega: |
-4.45 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.55% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.270 |
| 1M High / 1M Low: |
0.570 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
