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JP Morgan Call 82 JCI 21.06.2024/  DE000JL715J1  /

EUWAX
2024-05-27  12:54:24 PM Chg.-0.010 Bid8:00:02 PM Ask8:00:02 PM Underlying Strike price Expiration date Option type
0.035EUR -22.22% -
Bid Size: -		 -
Ask Size: -		 Johnson Controls Int... 82.00 USD 2024-06-21 Call
 

Master data

WKN: JL715J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 82.00 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: 76.19
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.23
Parity: -0.75
Time value: 0.09
Break-even: 76.49
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 4.42
Spread abs.: 0.06
Spread %: 162.16%
Delta: 0.21
Theta: -0.05
Omega: 15.96
Rho: 0.01
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month  
+45.83%
3 Months  
+84.21%
YTD  
+34.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.024
1M High / 1M Low: 0.070 0.001
6M High / 6M Low: 0.070 0.001
High (YTD): 2024-05-20 0.070
Low (YTD): 2024-05-14 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.020
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,908.35%
Volatility 6M:   899.95%
Volatility 1Y:   -
Volatility 3Y:   -