OverviewChartNewsTraderScreen

JP Morgan Put 64 JCI 17.01.2025/  DE000JL67YL9  /

EUWAX
2024-06-17  10:42:55 AM Chg.+0.040 Bid6:22:32 PM Ask6:22:32 PM Underlying Strike price Expiration date Option type
0.510EUR +8.51% 0.510
Bid Size: 100,000		 0.520
Ask Size: 100,000		 Johnson Controls Int... 64.00 - 2025-01-17 Put
 

Master data

WKN: JL67YL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Put
Strike price: 64.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.01
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -0.09
Time value: 0.54
Break-even: 58.60
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 8.00%
Delta: -0.40
Theta: -0.01
Omega: -4.76
Rho: -0.18
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -5.56%
3 Months
  -38.55%
YTD
  -53.21%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.440
1M High / 1M Low: 0.540 0.380
6M High / 6M Low: 1.310 0.380
High (YTD): 2024-01-16 1.310
Low (YTD): 2024-05-28 0.380
52W High: 2023-10-27 1.690
52W Low: 2024-05-28 0.380
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.869
Avg. volume 6M:   0.000
Avg. price 1Y:   1.044
Avg. volume 1Y:   0.000
Volatility 1M:   152.82%
Volatility 6M:   83.29%
Volatility 1Y:   76.31%
Volatility 3Y:   -