JP Morgan Call 370 MCD 21.03.2025
/ DE000JT7Y7V1
JP Morgan Call 370 MCD 21.03.2025/ DE000JT7Y7V1 /
| 11/13/2024 4:11:50 PM |
Chg.- |
Bid9:05:37 AM |
Ask9:05:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
- |
0.040
Bid Size: 5,000 |
0.120
Ask Size: 5,000 |
McDonalds Corp |
370.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT7Y7V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/26/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
216.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-6.72 |
| Time value: |
0.13 |
| Break-even: |
349.81 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.08 |
| Spread %: |
176.60% |
| Delta: |
0.08 |
| Theta: |
-0.02 |
| Omega: |
17.02 |
| Rho: |
0.07 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.051 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
-52.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.038 |
| 1M High / 1M Low: |
0.160 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
