JP Morgan Call 68 JCI 20.06.2025
/ DE000JK8CJF5
JP Morgan Call 68 JCI 20.06.2025/ DE000JK8CJF5 /
| 11/15/2024 2:06:12 PM |
Chg.-0.02 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-0.98% |
-
Bid Size: - |
-
Ask Size: - |
Johnson Controls Int... |
68.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JK8CJF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
4/26/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
1.56 |
| Time value: |
0.39 |
| Break-even: |
84.06 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
3.02% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
3.38 |
| Rho: |
0.27 |
Quote data
| Open: |
2.01 |
| High: |
2.03 |
| Low: |
2.01 |
| Previous Close: |
2.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.10% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+87.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
2.03 |
| 1M High / 1M Low: |
2.13 |
1.30 |
| 6M High / 6M Low: |
2.13 |
0.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.33% |
| Volatility 6M: |
|
89.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
