JP Morgan Call 130 YUM 17.01.2025
/ DE000JB00JD9
JP Morgan Call 130 YUM 17.01.2025/ DE000JB00JD9 /
| 8/9/2024 8:36:58 AM |
Chg.+0.02 |
Bid9:53:53 AM |
Ask9:53:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+1.67% |
1.22
Bid Size: 3,000 |
1.28
Ask Size: 3,000 |
Yum Brands Inc |
130.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
8/22/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.65 |
| Time value: |
0.51 |
| Break-even: |
130.74 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
4.96% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
7.74 |
| Rho: |
0.35 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.09% |
| 1 Month |
|
|
+71.83% |
| 3 Months |
|
|
-10.29% |
| YTD |
|
|
-10.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.04 |
| 1M High / 1M Low: |
1.28 |
0.62 |
| 6M High / 6M Low: |
1.87 |
0.62 |
| High (YTD): |
4/30/2024 |
1.87 |
| Low (YTD): |
7/25/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.02% |
| Volatility 6M: |
|
123.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
