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JP Morgan Call 80 JCI 17.01.2025/  DE000JL54WY4  /

EUWAX
6/28/2024  9:43:05 AM Chg.+0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.330EUR +13.79% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 80.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/28/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.73
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.23
Parity: -1.80
Time value: 0.35
Break-even: 83.50
Moneyness: 0.78
Premium: 0.35
Premium p.a.: 0.71
Spread abs.: 0.05
Spread %: 16.67%
Delta: 0.31
Theta: -0.02
Omega: 5.41
Rho: 0.09
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month
  -44.07%
3 Months
  -13.16%
YTD  
+50.00%
1 Year
  -61.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.290
1M High / 1M Low: 0.590 0.290
6M High / 6M Low: 0.670 0.073
High (YTD): 5/28/2024 0.670
Low (YTD): 1/31/2024 0.073
52W High: 7/12/2023 0.890
52W Low: 1/31/2024 0.073
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.457
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   0.330
Avg. volume 1Y:   0.000
Volatility 1M:   138.89%
Volatility 6M:   198.06%
Volatility 1Y:   174.23%
Volatility 3Y:   -