JP Morgan Put 64 JCI 19.07.2024
/ DE000JK5D4A8
JP Morgan Put 64 JCI 19.07.2024/ DE000JK5D4A8 /
| 2024-06-25 10:38:25 AM |
Chg.-0.031 |
Bid7:22:26 PM |
Ask7:22:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
-25.83% |
0.097
Bid Size: 100,000 |
0.110
Ask Size: 100,000 |
Johnson Controls Int... |
64.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK5D4A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-62.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
-0.44 |
| Time value: |
0.10 |
| Break-even: |
58.61 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
2.48 |
| Spread abs.: |
0.03 |
| Spread %: |
41.03% |
| Delta: |
-0.23 |
| Theta: |
-0.04 |
| Omega: |
-14.62 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.00% |
| 1 Month |
|
|
+43.55% |
| 3 Months |
|
|
-81.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.120 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
