JP Morgan Put 72 JCI 17.01.2025
/ DE000JK9YNP8
JP Morgan Put 72 JCI 17.01.2025/ DE000JK9YNP8 /
| 2024-06-17 8:57:16 AM |
Chg.+0.060 |
Bid7:29:22 PM |
Ask7:29:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+7.41% |
0.880
Bid Size: 125,000 |
0.890
Ask Size: 125,000 |
Johnson Controls Int... |
72.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JK9YNP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
0.24 |
| Time value: |
0.61 |
| Break-even: |
58.77 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
4.60% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-3.50 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.790 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
