JP Morgan Call 86 JCI 20.06.2025
/ DE000JT0C3N0
JP Morgan Call 86 JCI 20.06.2025/ DE000JT0C3N0 /
| 10/07/2024 08:17:11 |
Chg.-0.010 |
Bid11:20:22 |
Ask11:20:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-2.33% |
0.420
Bid Size: 5,000 |
0.510
Ask Size: 5,000 |
Johnson Controls Int... |
86.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JT0C3N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
28/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-1.74 |
| Time value: |
0.49 |
| Break-even: |
84.42 |
| Moneyness: |
0.78 |
| Premium: |
0.36 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.07 |
| Spread %: |
16.67% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
4.59 |
| Rho: |
0.17 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
-23.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.400 |
| 1M High / 1M Low: |
0.630 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
