JP Morgan Put 60 JCI 21.06.2024/  DE000JL8YZ30  /

EUWAX
2024-05-27  12:59:32 PM Chg.0.000 Bid5:40:14 PM Ask5:40:14 PM Underlying Strike price Expiration date Option type
0.002EUR 0.00% 0.002
Bid Size: 500
0.200
Ask Size: 500
Johnson Controls Int... 60.00 USD 2024-06-21 Put
 

Master data

WKN: JL8YZ3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -45.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.23
Parity: -1.28
Time value: 0.15
Break-even: 53.82
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 15.19
Spread abs.: 0.15
Spread %: 7,400.00%
Delta: -0.16
Theta: -0.08
Omega: -7.16
Rho: -0.01
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -98.89%
3 Months
  -99.62%
YTD
  -99.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.002
1M High / 1M Low: 0.270 0.002
6M High / 6M Low: 0.920 0.002
High (YTD): 2024-01-31 0.850
Low (YTD): 2024-05-24 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.483
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   548.39%
Volatility 6M:   236.54%
Volatility 1Y:   -
Volatility 3Y:   -