JP Morgan Call 135 YUM 18.10.2024
/ DE000JK4BSV4
JP Morgan Call 135 YUM 18.10.2024/ DE000JK4BSV4 /
| 15/10/2024 10:06:27 |
Chg.+0.014 |
Bid13:02:45 |
Ask13:02:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+14.58% |
0.088
Bid Size: 3,000 |
0.120
Ask Size: 3,000 |
Yum Brands Inc |
135.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK4BSV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
82.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.14 |
| Parity: |
-0.03 |
| Time value: |
0.15 |
| Break-even: |
125.25 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
4.94 |
| Spread abs.: |
0.04 |
| Spread %: |
36.36% |
| Delta: |
0.48 |
| Theta: |
-0.28 |
| Omega: |
39.39 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.096 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.17% |
| 1 Month |
|
|
-56.00% |
| 3 Months |
|
|
-72.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.091 |
| 1M High / 1M Low: |
0.540 |
0.068 |
| 6M High / 6M Low: |
1.310 |
0.068 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.147 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
795.46% |
| Volatility 6M: |
|
366.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
