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JP Morgan Put 54 JCI 17.01.2025/  DE000JL5K625  /

EUWAX
2024-06-20  10:45:44 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.200EUR - -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 54.00 - 2025-01-17 Put
 

Master data

WKN: JL5K62
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Put
Strike price: 54.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.63
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -1.01
Time value: 0.25
Break-even: 51.50
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.37
Spread abs.: 0.05
Spread %: 25.00%
Delta: -0.21
Theta: -0.01
Omega: -5.34
Rho: -0.09
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.200
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month  
+33.33%
3 Months
  -47.37%
YTD
  -68.75%
1 Year
  -67.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.200
1M High / 1M Low: 0.210 0.140
6M High / 6M Low: 0.810 0.140
High (YTD): 2024-01-16 0.810
Low (YTD): 2024-05-28 0.140
52W High: 2023-10-27 1.120
52W Low: 2024-05-28 0.140
Avg. price 1W:   0.203
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.443
Avg. volume 6M:   0.000
Avg. price 1Y:   0.611
Avg. volume 1Y:   0.000
Volatility 1M:   116.99%
Volatility 6M:   100.84%
Volatility 1Y:   87.55%
Volatility 3Y:   -