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JP Morgan Call 66 JCI 17.01.2025/  DE000JL6BVG3  /

EUWAX
2024-06-25  10:39:38 AM Chg.+0.040 Bid10:42:55 AM Ask10:42:55 AM Underlying Strike price Expiration date Option type
0.920EUR +4.55% 0.910
Bid Size: 7,500		 0.950
Ask Size: 7,500		 Johnson Controls Int... 66.00 - 2025-01-17 Call
 

Master data

WKN: JL6BVG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 66.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.47
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.23
Parity: -0.19
Time value: 0.99
Break-even: 75.90
Moneyness: 0.97
Premium: 0.18
Premium p.a.: 0.35
Spread abs.: 0.04
Spread %: 4.21%
Delta: 0.57
Theta: -0.03
Omega: 3.69
Rho: 0.15
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month
  -26.98%
3 Months  
+12.20%
YTD  
+55.93%
1 Year
  -26.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.880
1M High / 1M Low: 1.280 0.880
6M High / 6M Low: 1.280 0.320
High (YTD): 2024-05-28 1.280
Low (YTD): 2024-02-01 0.320
52W High: 2023-08-01 1.480
52W Low: 2024-02-01 0.320
Avg. price 1W:   0.936
Avg. volume 1W:   0.000
Avg. price 1M:   1.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.742
Avg. volume 6M:   0.000
Avg. price 1Y:   0.751
Avg. volume 1Y:   0.000
Volatility 1M:   71.36%
Volatility 6M:   117.74%
Volatility 1Y:   108.96%
Volatility 3Y:   -