JP Morgan Put 58 JCI 17.01.2025
/ DE000JL69PS8
JP Morgan Put 58 JCI 17.01.2025/ DE000JL69PS8 /
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: |
|
- |