JP Morgan Call 76 JCI 20.06.2025
/ DE000JK8UHG9
JP Morgan Call 76 JCI 20.06.2025/ DE000JK8UHG9 /
05/08/2024 11:52:17 |
Chg.-0.210 |
Bid15:05:29 |
Ask15:05:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
-25.00% |
0.600 Bid Size: 7,500 |
0.650 Ask Size: 7,500 |
Johnson Controls Int... |
76.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
JK8UHG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Johnson Controls International PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
76.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
26/04/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.22 |
Parity: |
-0.79 |
Time value: |
0.78 |
Break-even: |
77.45 |
Moneyness: |
0.89 |
Premium: |
0.25 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.07 |
Spread %: |
9.86% |
Delta: |
0.49 |
Theta: |
-0.02 |
Omega: |
3.92 |
Rho: |
0.20 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.630 |
Previous Close: |
0.840 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.17% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
+31.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.820 |
1M High / 1M Low: |
0.940 |
0.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.856 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.815 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |