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JP Morgan Call 72 JCI 17.01.2025/  DE000JL7EZY9  /

EUWAX
2024-10-11  10:51:04 AM Chg.+0.010 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.850EUR +1.19% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 72.00 - 2025-01-17 Call
 

Master data

WKN: JL7EZY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.47
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.23
Parity: -0.10
Time value: 0.95
Break-even: 81.50
Moneyness: 0.99
Premium: 0.15
Premium p.a.: 0.68
Spread abs.: 0.03
Spread %: 3.26%
Delta: 0.56
Theta: -0.05
Omega: 4.20
Rho: 0.08
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.66%
1 Month  
+44.07%
3 Months  
+23.19%
YTD  
+112.50%
1 Year  
+150.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.790
1M High / 1M Low: 0.930 0.590
6M High / 6M Low: 0.990 0.340
High (YTD): 2024-05-28 0.990
Low (YTD): 2024-02-01 0.180
52W High: 2024-05-28 0.990
52W Low: 2024-02-01 0.180
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   0.789
Avg. volume 1M:   0.000
Avg. price 6M:   0.666
Avg. volume 6M:   0.000
Avg. price 1Y:   0.511
Avg. volume 1Y:   0.000
Volatility 1M:   70.77%
Volatility 6M:   139.00%
Volatility 1Y:   145.29%
Volatility 3Y:   -