JP Morgan Call 240 MCD 20.06.2025
/ DE000JT4RFY2
JP Morgan Call 240 MCD 20.06.2025/ DE000JT4RFY2 /
| 02/08/2024 10:42:21 |
Chg.+0.13 |
Bid13:59:20 |
Ask13:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.72EUR |
+3.62% |
3.76
Bid Size: 7,500 |
3.81
Ask Size: 7,500 |
McDonalds Corp |
240.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JT4RFY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
10/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
2.67 |
| Time value: |
1.27 |
| Break-even: |
261.90 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
1.81% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
5.08 |
| Rho: |
1.42 |
Quote data
| Open: |
3.72 |
| High: |
3.72 |
| Low: |
3.72 |
| Previous Close: |
3.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.86% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.70 |
2.80 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
