JP Morgan Put 70 JCI 20.06.2025
/ DE000JT1K444
JP Morgan Put 70 JCI 20.06.2025/ DE000JT1K444 /
| 2024-08-05 10:50:06 AM |
Chg.+0.160 |
Bid2:05:00 PM |
Ask2:05:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+16.84% |
1.130
Bid Size: 7,500 |
1.180
Ask Size: 7,500 |
Johnson Controls Int... |
70.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JT1K44 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
0.24 |
| Time value: |
0.88 |
| Break-even: |
52.96 |
| Moneyness: |
1.04 |
| Premium: |
0.14 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.07 |
| Spread %: |
6.67% |
| Delta: |
-0.42 |
| Theta: |
-0.01 |
| Omega: |
-2.30 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
1.110 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
+7.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.890 |
| 1M High / 1M Low: |
1.060 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
