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JP Morgan Call 66 JCI 17.01.2025/  DE000JL6BVG3  /

EUWAX
6/28/2024  10:37:20 AM Chg.+0.060 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.830EUR +7.79% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 66.00 - 1/17/2025 Call
 

Master data

WKN: JL6BVG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 66.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.11
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.23
Parity: -0.34
Time value: 0.88
Break-even: 74.80
Moneyness: 0.95
Premium: 0.19
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 4.76%
Delta: 0.54
Theta: -0.03
Omega: 3.87
Rho: 0.14
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.79%
1 Month
  -30.25%
3 Months
  -5.68%
YTD  
+40.68%
1 Year
  -41.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.770
1M High / 1M Low: 1.190 0.770
6M High / 6M Low: 1.280 0.320
High (YTD): 5/28/2024 1.280
Low (YTD): 2/1/2024 0.320
52W High: 8/1/2023 1.480
52W Low: 2/1/2024 0.320
Avg. price 1W:   0.850
Avg. volume 1W:   0.000
Avg. price 1M:   1.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.747
Avg. volume 6M:   0.000
Avg. price 1Y:   0.744
Avg. volume 1Y:   0.000
Volatility 1M:   91.23%
Volatility 6M:   119.59%
Volatility 1Y:   110.19%
Volatility 3Y:   -