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JP Morgan Call 78 JCI 17.01.2025/  DE000JL5WCF3  /

EUWAX
9/26/2024  10:43:35 AM Chg.+0.020 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.580EUR +3.57% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 78.00 - 1/17/2025 Call
 

Master data

WKN: JL5WCF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 78.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.36
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.22
Parity: -0.99
Time value: 0.60
Break-even: 84.00
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.97
Spread abs.: 0.03
Spread %: 5.26%
Delta: 0.42
Theta: -0.04
Omega: 4.81
Rho: 0.07
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month  
+45.00%
3 Months  
+70.59%
YTD  
+123.08%
1 Year  
+87.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.500
1M High / 1M Low: 0.580 0.280
6M High / 6M Low: 0.740 0.190
High (YTD): 5/28/2024 0.740
Low (YTD): 2/1/2024 0.093
52W High: 5/28/2024 0.740
52W Low: 2/1/2024 0.093
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.418
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   0.321
Avg. volume 1Y:   0.000
Volatility 1M:   135.95%
Volatility 6M:   169.72%
Volatility 1Y:   180.26%
Volatility 3Y:   -