JP Morgan Call 74 JCI 21.06.2024
/ DE000JL8YZ97
JP Morgan Call 74 JCI 21.06.2024/ DE000JL8YZ97 /
| 2024-05-24 11:43:33 AM |
Chg.- |
Bid2:26:19 PM |
Ask2:26:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Johnson Controls Int... |
74.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JL8YZ9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-0.01 |
| Time value: |
0.28 |
| Break-even: |
71.02 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
0.53 |
| Theta: |
-0.06 |
| Omega: |
12.78 |
| Rho: |
0.02 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+166.67% |
| 3 Months |
|
|
+228.77% |
| YTD |
|
|
+142.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.180 |
| 1M High / 1M Low: |
0.240 |
0.004 |
| 6M High / 6M Low: |
0.240 |
0.004 |
| High (YTD): |
2024-05-24 |
0.240 |
| Low (YTD): |
2024-05-03 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.083 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
924.25% |
| Volatility 6M: |
|
497.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
