JP Morgan Call 78 JCI 20.06.2025
/ DE000JK8UHH7
JP Morgan Call 78 JCI 20.06.2025/ DE000JK8UHH7 /
02/08/2024 12:13:31 |
Chg.-0.070 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-8.33% |
- Bid Size: - |
- Ask Size: - |
Johnson Controls Int... |
78.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
JK8UHH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Johnson Controls International PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
78.00 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: |
8.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.22 |
Parity: |
-0.97 |
Time value: |
0.72 |
Break-even: |
78.69 |
Moneyness: |
0.86 |
Premium: |
0.27 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.07 |
Spread %: |
10.77% |
Delta: |
0.47 |
Theta: |
-0.02 |
Omega: |
4.02 |
Rho: |
0.19 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
+16.67% |
3 Months |
|
|
+83.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.750 |
1M High / 1M Low: |
0.860 |
0.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.784 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.741 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |