JP Morgan Put 68 JCI 18.10.2024
/ DE000JK97BX1
JP Morgan Put 68 JCI 18.10.2024/ DE000JK97BX1 /
| 10/07/2024 11:57:55 |
Chg.+0.010 |
Bid21:35:39 |
Ask21:35:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+1.96% |
0.500
Bid Size: 125,000 |
0.510
Ask Size: 125,000 |
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: |
-12.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
0.08 |
| Time value: |
0.43 |
| Break-even: |
57.79 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-5.68 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
+4.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.510 |
| 1M High / 1M Low: |
0.630 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.524 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
