JP Morgan Call 74 JCI 16.01.2026
/ DE000JT2T7E9
JP Morgan Call 74 JCI 16.01.2026/ DE000JT2T7E9 /
2024-10-11 10:00:56 AM |
Chg.+0.02 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.50EUR |
+1.35% |
- Bid Size: - |
- Ask Size: - |
Johnson Controls Int... |
74.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
JT2T7E |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Johnson Controls International PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
74.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-06-12 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.44 |
Historic volatility: |
0.23 |
Parity: |
0.33 |
Time value: |
1.32 |
Break-even: |
84.17 |
Moneyness: |
1.05 |
Premium: |
0.19 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.08 |
Spread %: |
5.10% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
2.86 |
Rho: |
0.39 |
Quote data
Open: |
1.50 |
High: |
1.50 |
Low: |
1.50 |
Previous Close: |
1.48 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.90% |
1 Month |
|
|
+28.21% |
3 Months |
|
|
+22.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.50 |
1.42 |
1M High / 1M Low: |
1.53 |
1.17 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
43.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |