JP Morgan Call 66 JCI 19.07.2024
/ DE000JB7LAG6
JP Morgan Call 66 JCI 19.07.2024/ DE000JB7LAG6 /
7/10/2024 10:24:20 AM |
Chg.-0.030 |
Bid10:30:39 AM |
Ask10:30:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-13.04% |
0.200 Bid Size: 7,500 |
0.230 Ask Size: 7,500 |
Johnson Controls Int... |
66.00 USD |
7/19/2024 |
Call |
Master data
WKN: |
JB7LAG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Johnson Controls International PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
66.00 USD |
Maturity: |
7/19/2024 |
Issue date: |
12/7/2023 |
Last trading day: |
7/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.46 |
Historic volatility: |
0.23 |
Parity: |
0.11 |
Time value: |
0.13 |
Break-even: |
63.43 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
1.39 |
Spread abs.: |
0.03 |
Spread %: |
14.29% |
Delta: |
0.61 |
Theta: |
-0.10 |
Omega: |
15.82 |
Rho: |
0.01 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-58.33% |
YTD |
|
|
-37.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.200 |
1M High / 1M Low: |
0.570 |
0.170 |
6M High / 6M Low: |
0.840 |
0.100 |
High (YTD): |
5/28/2024 |
0.840 |
Low (YTD): |
1/31/2024 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.226 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.363 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.369 |
Avg. volume 6M: |
|
144.571 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
268.34% |
Volatility 6M: |
|
248.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |