JP Morgan Call 155 YUM 20.06.2025
/ DE000JK5RBP5
JP Morgan Call 155 YUM 20.06.2025/ DE000JK5RBP5 /
| 8/15/2024 12:39:15 PM |
Chg.- |
Bid11:30:51 AM |
Ask11:30:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
- |
0.390
Bid Size: 3,000 |
0.490
Ask Size: 3,000 |
Yum Brands Inc |
155.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JK5RBP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
3/7/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
-1.57 |
| Time value: |
0.49 |
| Break-even: |
146.16 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
25.64% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
8.97 |
| Rho: |
0.33 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
+51.85% |
| 3 Months |
|
|
-36.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.360 |
| 1M High / 1M Low: |
0.440 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.347 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
