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JP Morgan Call 74 JCI 17.01.2025/  DE000JL6BV17  /

EUWAX
8/5/2024  10:08:17 AM Chg.- Bid8:21:35 AM Ask8:21:35 AM Underlying Strike price Expiration date Option type
0.400EUR - 0.460
Bid Size: 7,500		 0.500
Ask Size: 7,500		 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: 11.32
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.22
Parity: -1.40
Time value: 0.53
Break-even: 79.30
Moneyness: 0.81
Premium: 0.32
Premium p.a.: 0.86
Spread abs.: 0.10
Spread %: 23.26%
Delta: 0.39
Theta: -0.03
Omega: 4.39
Rho: 0.08
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.20%
1 Month
  -18.37%
3 Months  
+29.03%
YTD  
+14.29%
1 Year
  -45.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.400
1M High / 1M Low: 0.710 0.400
6M High / 6M Low: 0.900 0.160
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:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.571
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   0.000
Avg. price 1Y:   0.428
Avg. volume 1Y:   0.000
Volatility 1M:   180.22%
Volatility 6M:   149.87%
Volatility 1Y:   150.04%
Volatility 3Y:   -