JP Morgan Call 70 JCI 17.01.2025
/ DE000JL60F16
JP Morgan Call 70 JCI 17.01.2025/ DE000JL60F16 /
| 08/11/2024 10:51:45 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Johnson Controls Int... |
70.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL60F1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
14/06/2023 |
| Last trading day: |
08/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
1.02 |
| Time value: |
0.22 |
| Break-even: |
82.40 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
3.33% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
5.17 |
| Rho: |
0.09 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
+79.10% |
| YTD |
|
|
+160.87% |
| 1 Year |
|
|
+300.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.20 |
0.76 |
| 6M High / 6M Low: |
1.20 |
0.53 |
| High (YTD): |
08/11/2024 |
1.20 |
| Low (YTD): |
01/02/2024 |
0.22 |
| 52W High: |
08/11/2024 |
1.20 |
| 52W Low: |
01/02/2024 |
0.22 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.64 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
158.99% |
| Volatility 6M: |
|
126.41% |
| Volatility 1Y: |
|
138.68% |
| Volatility 3Y: |
|
- |
