JP Morgan Call 270 MDO 20.12.2024
/ DE000JK9HLC5
JP Morgan Call 270 MDO 20.12.2024/ DE000JK9HLC5 /
| 10/18/2024 12:48:42 PM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.36EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
270.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
JK9HLC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
10/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.16 |
| Parity: |
1.13 |
| Time value: |
3.20 |
| Break-even: |
313.30 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
1.89 |
| Spread abs.: |
-0.16 |
| Spread %: |
-3.56% |
| Delta: |
0.62 |
| Theta: |
-0.50 |
| Omega: |
4.01 |
| Rho: |
0.13 |
Quote data
| Open: |
4.36 |
| High: |
4.36 |
| Low: |
4.36 |
| Previous Close: |
4.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+24.93% |
| 3 Months |
|
|
+240.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.36 |
3.49 |
| 6M High / 6M Low: |
4.36 |
0.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.57% |
| Volatility 6M: |
|
178.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
