JP Morgan Put 70 JCI 17.01.2025
/ DE000JK9YNQ6
JP Morgan Put 70 JCI 17.01.2025/ DE000JK9YNQ6 /
9/12/2024 8:54:46 AM |
Chg.-0.030 |
Bid12:38:30 PM |
Ask12:38:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-4.92% |
0.590 Bid Size: 7,500 |
0.610 Ask Size: 7,500 |
Johnson Controls Int... |
70.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
5/21/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.23 |
Parity: |
-0.06 |
Time value: |
0.55 |
Break-even: |
58.04 |
Moneyness: |
0.99 |
Premium: |
0.10 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.03 |
Spread %: |
5.17% |
Delta: |
-0.42 |
Theta: |
-0.02 |
Omega: |
-4.82 |
Rho: |
-0.11 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.92% |
1 Month |
|
|
-24.68% |
3 Months |
|
|
-18.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.610 |
1M High / 1M Low: |
0.800 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.646 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.613 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |