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JP Morgan Put 60 JCI 17.01.2025/  DE000JL7EZP7  /

EUWAX
2024-09-26  10:44:05 AM Chg.-0.010 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 60.00 - 2025-01-17 Put
 

Master data

WKN: JL7EZP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.08
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.22
Parity: -0.81
Time value: 0.17
Break-even: 58.30
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.55
Spread abs.: 0.04
Spread %: 30.77%
Delta: -0.21
Theta: -0.02
Omega: -8.36
Rho: -0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -45.45%
3 Months
  -66.67%
YTD
  -86.67%
1 Year
  -89.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.310 0.130
6M High / 6M Low: 0.640 0.130
High (YTD): 2024-01-16 1.100
Low (YTD): 2024-09-25 0.130
52W High: 2023-10-27 1.450
52W Low: 2024-09-25 0.130
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.368
Avg. volume 6M:   0.000
Avg. price 1Y:   0.701
Avg. volume 1Y:   0.000
Volatility 1M:   177.07%
Volatility 6M:   155.72%
Volatility 1Y:   117.95%
Volatility 3Y:   -