JP Morgan Call 150 YUM 20.06.2025
/ DE000JK5RBN0
JP Morgan Call 150 YUM 20.06.2025/ DE000JK5RBN0 /
| 07/08/2024 12:19:17 |
Chg.- |
Bid10:55:26 |
Ask10:55:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
0.580
Bid Size: 3,000 |
0.730
Ask Size: 3,000 |
Yum Brands Inc |
150.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JK5RBN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
07/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
-1.24 |
| Time value: |
0.74 |
| Break-even: |
144.67 |
| Moneyness: |
0.91 |
| Premium: |
0.16 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
25.42% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
7.16 |
| Rho: |
0.39 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
+70.59% |
| 3 Months |
|
|
-24.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.480 |
| 1M High / 1M Low: |
0.580 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
