OverviewChartNewsTraderScreen

JP Morgan Call 82 JCI 17.01.2025/  DE000JL5N0A2  /

EUWAX
2024-11-15  11:39:51 AM Chg.-0.040 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.660EUR -5.71% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 82.00 USD 2025-01-17 Call
 

Master data

WKN: JL5N0A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 82.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-03
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.53
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.23
Implied volatility: 0.38
Historic volatility: 0.24
Parity: 0.23
Time value: 0.41
Break-even: 84.29
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 4.92%
Delta: 0.62
Theta: -0.04
Omega: 7.72
Rho: 0.07
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.67%
1 Month  
+65.00%
3 Months  
+164.00%
YTD  
+266.67%
1 Year  
+500.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.640
1M High / 1M Low: 0.750 0.250
6M High / 6M Low: 0.750 0.190
High (YTD): 2024-11-12 0.750
Low (YTD): 2024-01-31 0.057
52W High: 2024-11-12 0.750
52W Low: 2024-01-31 0.057
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.359
Avg. volume 6M:   0.000
Avg. price 1Y:   0.275
Avg. volume 1Y:   0.000
Volatility 1M:   294.28%
Volatility 6M:   209.84%
Volatility 1Y:   211.35%
Volatility 3Y:   -