JP Morgan Call 82 JCI 18.10.2024
/ DE000JK9YM44
JP Morgan Call 82 JCI 18.10.2024/ DE000JK9YM44 /
7/10/2024 8:55:03 AM |
Chg.-0.005 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.084EUR |
-5.62% |
- Bid Size: - |
- Ask Size: - |
Johnson Controls Int... |
82.00 USD |
10/18/2024 |
Call |
Master data
WKN: |
JK9YM4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Johnson Controls International PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
82.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
5/21/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.23 |
Parity: |
-1.37 |
Time value: |
0.13 |
Break-even: |
77.12 |
Moneyness: |
0.82 |
Premium: |
0.24 |
Premium p.a.: |
1.21 |
Spread abs.: |
0.05 |
Spread %: |
64.71% |
Delta: |
0.20 |
Theta: |
-0.02 |
Omega: |
9.67 |
Rho: |
0.03 |
Quote data
Open: |
0.084 |
High: |
0.084 |
Low: |
0.084 |
Previous Close: |
0.089 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.53% |
1 Month |
|
|
-55.79% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.089 |
0.076 |
1M High / 1M Low: |
0.250 |
0.065 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.081 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.140 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
262.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |