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JP Morgan Call 80 JCI 17.01.2025/  DE000JL54WY4  /

EUWAX
2024-06-25  9:44:05 AM Chg.+0.030 Bid3:49:48 PM Ask3:49:48 PM Underlying Strike price Expiration date Option type
0.400EUR +8.11% 0.390
Bid Size: 100,000		 0.400
Ask Size: 100,000		 Johnson Controls Int... 80.00 - 2025-01-17 Call
 

Master data

WKN: JL54WY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-06-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.56
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.23
Parity: -1.59
Time value: 0.44
Break-even: 84.40
Moneyness: 0.80
Premium: 0.32
Premium p.a.: 0.63
Spread abs.: 0.04
Spread %: 10.00%
Delta: 0.35
Theta: -0.02
Omega: 5.05
Rho: 0.10
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -38.46%
3 Months  
+14.29%
YTD  
+81.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.370
1M High / 1M Low: 0.670 0.370
6M High / 6M Low: 0.670 0.073
High (YTD): 2024-05-28 0.670
Low (YTD): 2024-01-31 0.073
52W High: - -
52W Low: - -
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.11%
Volatility 6M:   195.99%
Volatility 1Y:   -
Volatility 3Y:   -