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JP Morgan Call 82 JCI 17.01.2025/  DE000JL5N0A2  /

EUWAX
8/2/2024  11:22:30 AM Chg.-0.050 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.330EUR -13.16% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 82.00 USD 1/17/2025 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: 1/17/2025
Issue date: 7/3/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.31
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.22
Parity: -1.34
Time value: 0.32
Break-even: 78.35
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.68
Spread abs.: 0.05
Spread %: 18.52%
Delta: 0.32
Theta: -0.02
Omega: 6.15
Rho: 0.08
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.92%
1 Month  
+26.92%
3 Months  
+120.00%
YTD  
+83.33%
1 Year
  -31.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.320
1M High / 1M Low: 0.420 0.250
6M High / 6M Low: 0.620 0.069
High (YTD): 5/28/2024 0.620
Low (YTD): 1/31/2024 0.057
52W High: 5/28/2024 0.620
52W Low: 1/31/2024 0.057
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.317
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   0.243
Avg. volume 1Y:   0.000
Volatility 1M:   211.57%
Volatility 6M:   196.85%
Volatility 1Y:   191.81%
Volatility 3Y:   -