JP Morgan Call 84 JCI 20.06.2025
/ DE000JT1K477
JP Morgan Call 84 JCI 20.06.2025/ DE000JT1K477 /
| 9/11/2024 11:12:13 AM |
Chg.+0.060 |
Bid6:10:09 PM |
Ask6:10:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+13.95% |
0.500
Bid Size: 100,000 |
0.520
Ask Size: 100,000 |
Johnson Controls Int... |
84.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT1K47 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
5/23/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-1.24 |
| Time value: |
0.51 |
| Break-even: |
81.30 |
| Moneyness: |
0.84 |
| Premium: |
0.27 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.05 |
| Spread %: |
9.80% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
4.95 |
| Rho: |
0.16 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.92% |
| 1 Month |
|
|
+2.08% |
| 3 Months |
|
|
-25.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.420 |
| 1M High / 1M Low: |
0.590 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
