JP Morgan Call 135 YUM 20.06.2025
/ DE000JK6X2J8
JP Morgan Call 135 YUM 20.06.2025/ DE000JK6X2J8 /
| 11/13/2024 9:37:38 AM |
Chg.-0.120 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-12.12% |
-
Bid Size: - |
-
Ask Size: - |
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: |
14.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-0.04 |
| Time value: |
0.90 |
| Break-even: |
136.20 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
9.09% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
8.00 |
| Rho: |
0.38 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.92% |
| 1 Month |
|
|
+1.16% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.870 |
| 1M High / 1M Low: |
1.060 |
0.750 |
| 6M High / 6M Low: |
1.760 |
0.650 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.096 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.77% |
| Volatility 6M: |
|
129.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
