OverviewChartNewsTraderScreen

JP Morgan Call 74 JCI 17.01.2025/  DE000JL6BV17  /

EUWAX
10/11/2024  10:50:54 AM Chg.+0.010 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.750EUR +1.35% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 74.00 - 1/17/2025 Call
 

Master data

WKN: JL6BV1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 74.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.45
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.23
Parity: -0.30
Time value: 0.84
Break-even: 82.40
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.75
Spread abs.: 0.03
Spread %: 3.70%
Delta: 0.53
Theta: -0.05
Omega: 4.45
Rho: 0.08
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month  
+47.06%
3 Months  
+22.95%
YTD  
+114.29%
1 Year  
+158.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.690
1M High / 1M Low: 0.820 0.510
6M High / 6M Low: 0.900 0.280
High (YTD): 5/28/2024 0.900
Low (YTD): 2/1/2024 0.150
52W High: 5/28/2024 0.900
52W Low: 2/1/2024 0.150
Avg. price 1W:   0.720
Avg. volume 1W:   0.000
Avg. price 1M:   0.692
Avg. volume 1M:   0.000
Avg. price 6M:   0.586
Avg. volume 6M:   0.000
Avg. price 1Y:   0.446
Avg. volume 1Y:   0.000
Volatility 1M:   70.97%
Volatility 6M:   147.76%
Volatility 1Y:   152.69%
Volatility 3Y:   -