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JP Morgan Call 74 JCI 17.01.2025/  DE000JL6BV17  /

EUWAX
09/07/2024  10:46:08 Chg.- Bid08:25:11 Ask08:25:11 Underlying Strike price Expiration date Option type
0.500EUR - 0.490
Bid Size: 7,500		 0.530
Ask Size: 7,500		 Johnson Controls Int... 74.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.71
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.23
Parity: -1.19
Time value: 0.53
Break-even: 79.30
Moneyness: 0.84
Premium: 0.28
Premium p.a.: 0.60
Spread abs.: 0.04
Spread %: 8.16%
Delta: 0.40
Theta: -0.02
Omega: 4.70
Rho: 0.10
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.04%
1 Month
  -23.08%
3 Months
  -12.28%
YTD  
+42.86%
1 Year
  -53.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.480
1M High / 1M Low: 0.720 0.430
6M High / 6M Low: 0.900 0.150
High (YTD): 28/05/2024 0.900
Low (YTD): 01/02/2024 0.150
52W High: 01/08/2023 1.140
52W Low: 01/02/2024 0.150
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.571
Avg. volume 1M:   0.000
Avg. price 6M:   0.472
Avg. volume 6M:   0.000
Avg. price 1Y:   0.464
Avg. volume 1Y:   0.000
Volatility 1M:   117.95%
Volatility 6M:   159.57%
Volatility 1Y:   145.04%
Volatility 3Y:   -