JP Morgan Call 70 JCI 19.07.2024
/ DE000JK4RRA6
JP Morgan Call 70 JCI 19.07.2024/ DE000JK4RRA6 /
| 2024-06-17 8:23:55 AM |
Chg.-0.060 |
Bid7:12:38 PM |
Ask7:12:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-18.75% |
0.240
Bid Size: 125,000 |
0.250
Ask Size: 125,000 |
Johnson Controls Int... |
70.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JK4RRA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
-0.05 |
| Time value: |
0.30 |
| Break-even: |
68.40 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
0.51 |
| Theta: |
-0.05 |
| Omega: |
10.98 |
| Rho: |
0.03 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-10.34% |
| 3 Months |
|
|
-10.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.300 |
| 1M High / 1M Low: |
0.560 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
