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JP Morgan Call 80 JCI 17.01.2025/  DE000JL54WY4  /

EUWAX
10/07/2024  09:51:10 Chg.-0.010 Bid18:17:41 Ask18:17:41 Underlying Strike price Expiration date Option type
0.310EUR -3.13% 0.310
Bid Size: 100,000		 0.330
Ask Size: 100,000		 Johnson Controls Int... 80.00 - 17/01/2025 Call
 

Master data

WKN: JL54WY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 17/01/2025
Issue date: 28/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.74
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.23
Parity: -1.79
Time value: 0.35
Break-even: 83.50
Moneyness: 0.78
Premium: 0.34
Premium p.a.: 0.76
Spread abs.: 0.04
Spread %: 12.90%
Delta: 0.30
Theta: -0.02
Omega: 5.41
Rho: 0.08
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.90%
1 Month
  -31.11%
3 Months
  -22.50%
YTD  
+40.91%
1 Year
  -63.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.290
1M High / 1M Low: 0.510 0.270
6M High / 6M Low: 0.670 0.073
High (YTD): 28/05/2024 0.670
Low (YTD): 31/01/2024 0.073
52W High: 12/07/2023 0.890
52W Low: 31/01/2024 0.073
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   0.312
Avg. volume 6M:   0.000
Avg. price 1Y:   0.315
Avg. volume 1Y:   0.000
Volatility 1M:   129.19%
Volatility 6M:   195.58%
Volatility 1Y:   175.01%
Volatility 3Y:   -