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JP Morgan Call 68 JCI 21.06.2024/  DE000JL7ZF59  /

EUWAX
2024-05-27  10:38:45 AM Chg.+0.030 Bid7:51:25 PM Ask7:51:25 PM Underlying Strike price Expiration date Option type
0.600EUR +5.26% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 68.00 USD 2024-06-21 Call
 

Master data

WKN: JL7ZF5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 68.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.20
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.54
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.54
Time value: 0.06
Break-even: 68.78
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 8.20%
Delta: 0.85
Theta: -0.03
Omega: 9.51
Rho: 0.04
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month  
+150.00%
3 Months  
+252.94%
YTD  
+160.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.460
1M High / 1M Low: 0.570 0.049
6M High / 6M Low: 0.570 0.049
High (YTD): 2024-05-24 0.570
Low (YTD): 2024-05-03 0.049
52W High: - -
52W Low: - -
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   547.93%
Volatility 6M:   320.01%
Volatility 1Y:   -
Volatility 3Y:   -