JP Morgan Call 62 JCI 17.01.2025
/ DE000JL92FZ6
JP Morgan Call 62 JCI 17.01.2025/ DE000JL92FZ6 /
| 6/17/2024 10:14:02 AM |
Chg.-0.05 |
Bid6:37:30 PM |
Ask6:37:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-4.00% |
1.18
Bid Size: 100,000 |
1.19
Ask Size: 100,000 |
Johnson Controls Int... |
62.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JL92FZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/10/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.69 |
| Time value: |
0.46 |
| Break-even: |
69.52 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
3.33% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
4.10 |
| Rho: |
0.21 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.83% |
| 1 Month |
|
|
+6.19% |
| 3 Months |
|
|
+23.71% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.21 |
| 1M High / 1M Low: |
1.53 |
1.13 |
| 6M High / 6M Low: |
1.53 |
0.45 |
| High (YTD): |
5/28/2024 |
1.53 |
| Low (YTD): |
2/1/2024 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.21% |
| Volatility 6M: |
|
103.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
