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JP Morgan Put 58 JCI 17.01.2025/  DE000JL69PS8  /

EUWAX
8/2/2024  10:28:23 AM Chg.+0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.250EUR +13.64% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 58.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.16
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.22
Parity: -0.38
Time value: 0.36
Break-even: 54.40
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 12.50%
Delta: -0.33
Theta: -0.01
Omega: -5.58
Rho: -0.11
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.24%
1 Month
  -21.88%
3 Months
  -50.98%
YTD
  -69.14%
1 Year
  -67.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.220
1M High / 1M Low: 0.330 0.220
6M High / 6M Low: 0.960 0.210
High (YTD): 1/16/2024 1.000
Low (YTD): 5/28/2024 0.210
52W High: 10/27/2023 1.330
52W Low: 5/28/2024 0.210
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.457
Avg. volume 6M:   0.000
Avg. price 1Y:   0.724
Avg. volume 1Y:   0.000
Volatility 1M:   154.78%
Volatility 6M:   122.33%
Volatility 1Y:   96.13%
Volatility 3Y:   -