JP Morgan Put 72 JCI 16.08.2024
/ DE000JT1K345
JP Morgan Put 72 JCI 16.08.2024/ DE000JT1K345 /
| 09/07/2024 11:24:36 |
Chg.- |
Bid08:25:11 |
Ask08:25:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
0.590
Bid Size: 5,000 |
0.620
Ask Size: 5,000 |
Johnson Controls Int... |
72.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JT1K34 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
23/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
0.45 |
| Time value: |
0.12 |
| Break-even: |
60.85 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
5.08% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-7.39 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.92% |
| 1 Month |
|
|
+3.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.580 |
| 1M High / 1M Low: |
0.730 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
