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JP Morgan Call 68 JCI 19.07.2024/  DE000JB7EL40  /

EUWAX
2024-06-25  10:02:44 AM Chg.+0.060 Bid12:36:23 PM Ask12:36:23 PM Underlying Strike price Expiration date Option type
0.300EUR +25.00% 0.260
Bid Size: 7,500		 0.280
Ask Size: 7,500		 Johnson Controls Int... 68.00 USD 2024-07-19 Call
 

Master data

WKN: JB7EL4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 68.00 USD
Maturity: 2024-07-19
Issue date: 2023-12-13
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.42
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.07
Implied volatility: 0.44
Historic volatility: 0.23
Parity: 0.07
Time value: 0.26
Break-even: 66.66
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.82
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.57
Theta: -0.06
Omega: 11.08
Rho: 0.02
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -54.55%
3 Months
  -16.67%
YTD  
+11.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.240
1M High / 1M Low: 0.680 0.240
6M High / 6M Low: 0.680 0.075
High (YTD): 2024-05-28 0.680
Low (YTD): 2024-01-31 0.075
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.444
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.44%
Volatility 6M:   247.69%
Volatility 1Y:   -
Volatility 3Y:   -