JP Morgan Call 80 JCI 18.10.2024
/ DE000JK65M70
JP Morgan Call 80 JCI 18.10.2024/ DE000JK65M70 /
| 8/2/2024 9:29:47 AM |
Chg.-0.050 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-23.81% |
-
Bid Size: - |
-
Ask Size: - |
Johnson Controls Int... |
80.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK65M7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
-1.15 |
| Time value: |
0.15 |
| Break-even: |
74.82 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.04 |
| Spread %: |
36.36% |
| Delta: |
0.23 |
| Theta: |
-0.03 |
| Omega: |
9.56 |
| Rho: |
0.03 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
+138.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.160 |
| 1M High / 1M Low: |
0.320 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
417.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
