JP Morgan Call 76 JCI 18.10.2024
/ DE000JK4LJ07
JP Morgan Call 76 JCI 18.10.2024/ DE000JK4LJ07 /
| 26/09/2024 10:23:01 |
Chg.- |
Bid08:32:13 |
Ask08:32:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
- |
0.280
Bid Size: 5,000 |
0.300
Ask Size: 5,000 |
Johnson Controls Int... |
76.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK4LJ0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson Controls International PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
0.05 |
| Time value: |
0.23 |
| Break-even: |
70.77 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.56 |
| Theta: |
-0.06 |
| Omega: |
13.77 |
| Rho: |
0.02 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.73% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+42.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.270 |
0.076 |
| 6M High / 6M Low: |
0.610 |
0.076 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.56% |
| Volatility 6M: |
|
254.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
