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JP Morgan Call 84 JCI 17.01.2025/  DE000JL5MH54  /

EUWAX
9/26/2024  9:24:56 AM Chg.- Bid11:11:12 AM Ask11:11:12 AM Underlying Strike price Expiration date Option type
0.360EUR - 0.370
Bid Size: 5,000		 0.400
Ask Size: 5,000		 Johnson Controls Int... 84.00 USD 1/17/2025 Call
 

Master data

WKN: JL5MH5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Johnson Controls International PLC
Type: Warrant
Option type: Call
Strike price: 84.00 USD
Maturity: 1/17/2025
Issue date: 7/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.14
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.22
Parity: -0.67
Time value: 0.36
Break-even: 78.73
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.58
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.39
Theta: -0.03
Omega: 7.46
Rho: 0.07
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+63.64%
3 Months  
+80.00%
YTD  
+125.00%
1 Year  
+80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.360 0.150
6M High / 6M Low: 0.540 0.098
High (YTD): 5/28/2024 0.540
Low (YTD): 1/31/2024 0.043
52W High: 5/28/2024 0.540
52W Low: 1/31/2024 0.043
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.274
Avg. volume 6M:   0.000
Avg. price 1Y:   0.198
Avg. volume 1Y:   0.000
Volatility 1M:   183.60%
Volatility 6M:   215.47%
Volatility 1Y:   221.78%
Volatility 3Y:   -