JP Morgan Call 68 JCI 18.10.2024
/ DE000JK3VVU0
JP Morgan Call 68 JCI 18.10.2024/ DE000JK3VVU0 /
| 9/30/2024 10:49:07 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Johnson Controls Int... |
68.00 - |
10/18/2024 |
Call |
Master data
| WKN: |
JK3VVU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
10/18/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
10/1/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
1.94 |
| Historic volatility: |
0.23 |
| Parity: |
0.30 |
| Time value: |
0.55 |
| Break-even: |
76.50 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
94.80 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.62 |
| Theta: |
-0.57 |
| Omega: |
5.15 |
| Rho: |
0.01 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+88.89% |
| 3 Months |
|
|
+34.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.880 |
0.450 |
| 6M High / 6M Low: |
0.980 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.592 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.96% |
| Volatility 6M: |
|
173.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
