OverviewChartNewsTraderScreen

JP Morgan Call 70 JCI 21.06.2024/  DE000JL8YZ89  /

EUWAX
27/05/2024  15:39:22 Chg.+0.030 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.480EUR +6.67% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 70.00 USD 21/06/2024 Call
 

Master data

WKN: JL8YZ8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 21/06/2024
Issue date: 25/07/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.78
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.36
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 0.36
Time value: 0.10
Break-even: 69.15
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.76
Theta: -0.04
Omega: 11.26
Rho: 0.03
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.07%
1 Month  
+166.67%
3 Months  
+269.23%
YTD  
+166.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.350
1M High / 1M Low: 0.450 0.022
6M High / 6M Low: 0.450 0.022
High (YTD): 24/05/2024 0.450
Low (YTD): 03/05/2024 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.156
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   641.84%
Volatility 6M:   360.11%
Volatility 1Y:   -
Volatility 3Y:   -