JP Morgan Call 135 YUM 20.06.2025
/ DE000JK6X2J8
JP Morgan Call 135 YUM 20.06.2025/ DE000JK6X2J8 /
| 8/7/2024 9:19:37 AM |
Chg.- |
Bid8:17:37 AM |
Ask8:17:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
- |
1.26
Bid Size: 3,000 |
1.41
Ask Size: 3,000 |
Yum Brands Inc |
135.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JK6X2J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.17 |
| Time value: |
1.13 |
| Break-even: |
136.56 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.14 |
| Spread %: |
11.81% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
6.03 |
| Rho: |
0.57 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+38.10% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
1.08 |
| 1M High / 1M Low: |
1.21 |
0.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
