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JP Morgan Put 58 JCI 17.01.2025/  DE000JL69PS8  /

EUWAX
10/07/2024  10:45:11 Chg.-0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.300EUR -3.23% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 58.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.74
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -0.41
Time value: 0.35
Break-even: 54.50
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 12.90%
Delta: -0.32
Theta: -0.01
Omega: -5.59
Rho: -0.12
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+7.14%
3 Months
  -38.78%
YTD
  -62.96%
1 Year
  -55.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.310
1M High / 1M Low: 0.360 0.260
6M High / 6M Low: 1.000 0.210
High (YTD): 16/01/2024 1.000
Low (YTD): 28/05/2024 0.210
52W High: 27/10/2023 1.330
52W Low: 28/05/2024 0.210
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   0.545
Avg. volume 6M:   0.000
Avg. price 1Y:   0.750
Avg. volume 1Y:   0.000
Volatility 1M:   111.02%
Volatility 6M:   112.09%
Volatility 1Y:   91.28%
Volatility 3Y:   -