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JP Morgan Call 76 JCI 21.06.2024/  DE000JL8YZA5  /

EUWAX
2024-06-17  8:38:31 AM Chg.-0.005 Bid6:48:28 PM Ask6:48:28 PM Underlying Strike price Expiration date Option type
0.002EUR -71.43% 0.001
Bid Size: 10,000		 0.041
Ask Size: 10,000		 Johnson Controls Int... 76.00 USD 2024-06-21 Call
 

Master data

WKN: JL8YZA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 76.00 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: 69.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.08
Historic volatility: 0.23
Parity: -0.61
Time value: 0.09
Break-even: 71.94
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.00
Spread abs.: 0.09
Spread %: 3,233.33%
Delta: 0.23
Theta: -0.28
Omega: 16.01
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -85.71%
1 Month
  -96.61%
3 Months
  -97.89%
YTD
  -97.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.007
1M High / 1M Low: 0.180 0.007
6M High / 6M Low: 0.180 0.002
High (YTD): 2024-05-20 0.180
Low (YTD): 2024-05-03 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.060
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   907.86%
Volatility 6M:   564.35%
Volatility 1Y:   -
Volatility 3Y:   -