JP Morgan Call 130 YUM 17.01.2025
/ DE000JB00JD9
JP Morgan Call 130 YUM 17.01.2025/ DE000JB00JD9 /
| 2024-07-17 8:37:30 AM |
Chg.+0.030 |
Bid12:32:03 PM |
Ask12:32:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+4.29% |
0.700
Bid Size: 3,000 |
0.780
Ask Size: 3,000 |
Yum Brands Inc |
130.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB00JD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-22 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
-0.10 |
| Time value: |
0.76 |
| Break-even: |
126.86 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
10.67% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
8.63 |
| Rho: |
0.29 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.06% |
| 1 Month |
|
|
-44.70% |
| 3 Months |
|
|
-54.09% |
| YTD |
|
|
-46.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.640 |
| 1M High / 1M Low: |
1.330 |
0.640 |
| 6M High / 6M Low: |
1.870 |
0.640 |
| High (YTD): |
2024-04-30 |
1.870 |
| Low (YTD): |
2024-07-10 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.957 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.386 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.29% |
| Volatility 6M: |
|
115.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
