JP Morgan Call 250 MCD 20.06.2025
/ DE000JT0FHA1
JP Morgan Call 250 MCD 20.06.2025/ DE000JT0FHA1 /
| 11/13/2024 9:24:56 AM |
Chg.- |
Bid8:08:20 AM |
Ask8:08:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.21EUR |
- |
5.10
Bid Size: 2,000 |
5.30
Ask Size: 2,000 |
McDonalds Corp |
250.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT0FHA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
5/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.10 |
| Intrinsic value: |
4.58 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
4.58 |
| Time value: |
0.71 |
| Break-even: |
288.38 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
1.34% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
4.73 |
| Rho: |
1.19 |
Quote data
| Open: |
5.21 |
| High: |
5.21 |
| Low: |
5.21 |
| Previous Close: |
5.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
-8.76% |
| 3 Months |
|
|
+62.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.44 |
4.86 |
| 1M High / 1M Low: |
6.76 |
4.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
