JP Morgan Call 76 JCI 16.01.2026
/ DE000JT2VNZ9
JP Morgan Call 76 JCI 16.01.2026/ DE000JT2VNZ9 /
| 11/15/2024 9:53:54 AM |
Chg.-0.08 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-4.00% |
-
Bid Size: - |
-
Ask Size: - |
Johnson Controls Int... |
76.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JT2VNZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
6/12/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
0.80 |
| Time value: |
1.11 |
| Break-even: |
91.28 |
| Moneyness: |
1.11 |
| Premium: |
0.14 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
4.69% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
2.96 |
| Rho: |
0.44 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
2.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.97% |
| 1 Month |
|
|
+36.17% |
| 3 Months |
|
|
+79.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.89 |
| 1M High / 1M Low: |
2.03 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
