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JP Morgan Call 80 JCI 17.01.2025/  DE000JL54WY4  /

EUWAX
18/10/2024  09:53:21 Chg.+0.030 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.490EUR +6.52% -
Bid Size: -		 -
Ask Size: -		 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: 13.70
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.22
Parity: -0.87
Time value: 0.52
Break-even: 85.20
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 1.06
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.41
Theta: -0.05
Omega: 5.62
Rho: 0.06
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.08%
1 Month  
+25.64%
3 Months  
+32.43%
YTD  
+122.73%
1 Year  
+276.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.460
1M High / 1M Low: 0.540 0.390
6M High / 6M Low: 0.670 0.150
High (YTD): 28/05/2024 0.670
Low (YTD): 31/01/2024 0.073
52W High: 28/05/2024 0.670
52W Low: 31/01/2024 0.073
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.476
Avg. volume 1M:   0.000
Avg. price 6M:   0.389
Avg. volume 6M:   0.000
Avg. price 1Y:   0.293
Avg. volume 1Y:   0.000
Volatility 1M:   110.41%
Volatility 6M:   200.28%
Volatility 1Y:   190.99%
Volatility 3Y:   -