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JP Morgan Call 76 JCI 17.01.2025/  DE000JL67Y73  /

EUWAX
11/15/2024  10:35:21 AM Chg.-0.05 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.04EUR -4.59% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 76.00 - 1/17/2025 Call
 

Master data

WKN: JL67Y7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.86
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.42
Implied volatility: 0.60
Historic volatility: 0.24
Parity: 0.42
Time value: 0.60
Break-even: 86.20
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.53
Spread abs.: 0.03
Spread %: 3.03%
Delta: 0.64
Theta: -0.06
Omega: 5.04
Rho: 0.07
 

Quote data

Open: 1.04
High: 1.04
Low: 1.04
Previous Close: 1.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.06%
1 Month  
+65.08%
3 Months  
+141.86%
YTD  
+246.67%
1 Year  
+477.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 1.00
1M High / 1M Low: 1.14 0.47
6M High / 6M Low: 1.14 0.34
High (YTD): 11/12/2024 1.14
Low (YTD): 2/1/2024 0.12
52W High: 11/12/2024 1.14
52W Low: 2/1/2024 0.12
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   0.73
Avg. volume 1M:   0.00
Avg. price 6M:   0.57
Avg. volume 6M:   0.00
Avg. price 1Y:   0.44
Avg. volume 1Y:   0.00
Volatility 1M:   192.81%
Volatility 6M:   156.47%
Volatility 1Y:   168.33%
Volatility 3Y:   -