JP Morgan Put 70 JCI 17.01.2025
/ DE000JK9YNQ6
JP Morgan Put 70 JCI 17.01.2025/ DE000JK9YNQ6 /
06/08/2024 08:41:57 |
Chg.- |
Bid08:04:14 |
Ask08:04:14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
- |
0.820 Bid Size: 7,500 |
0.860 Ask Size: 7,500 |
Johnson Controls Int... |
70.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
JK9YNQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Johnson Controls International PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
21/05/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.47 |
Historic volatility: |
0.22 |
Parity: |
0.39 |
Time value: |
0.53 |
Break-even: |
54.70 |
Moneyness: |
1.07 |
Premium: |
0.09 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.09 |
Spread %: |
10.99% |
Delta: |
-0.50 |
Theta: |
-0.02 |
Omega: |
-3.23 |
Rho: |
-0.18 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.880 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+54.39% |
1 Month |
|
|
+7.32% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.570 |
1M High / 1M Low: |
0.880 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.728 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |