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JP Morgan Put 58 JCI 17.01.2025/  DE000JL69PS8  /

EUWAX
2024-09-10  10:43:58 AM Chg.-0.020 Bid2:05:29 PM Ask2:05:29 PM Underlying Strike price Expiration date Option type
0.230EUR -8.00% 0.190
Bid Size: 5,000		 0.210
Ask Size: 5,000		 Johnson Controls Int... 58.00 - 2025-01-17 Put
 

Master data

WKN: JL69PS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Put
Strike price: 58.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.91
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -0.42
Time value: 0.26
Break-even: 55.40
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 13.04%
Delta: -0.30
Theta: -0.01
Omega: -7.24
Rho: -0.08
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.33%
1 Month
  -25.81%
3 Months
  -17.86%
YTD
  -71.60%
1 Year
  -75.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.150
1M High / 1M Low: 0.320 0.150
6M High / 6M Low: 0.640 0.150
High (YTD): 2024-01-16 1.000
Low (YTD): 2024-09-03 0.150
52W High: 2023-10-27 1.330
52W Low: 2024-09-03 0.150
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   0.659
Avg. volume 1Y:   0.000
Volatility 1M:   174.04%
Volatility 6M:   158.30%
Volatility 1Y:   120.13%
Volatility 3Y:   -