JP Morgan Call 72 MDLZ 16.01.2026
/ DE000JK59AL8
JP Morgan Call 72 MDLZ 16.01.2026/ DE000JK59AL8 /
| 2024-09-11 8:26:51 AM |
Chg.-0.05 |
Bid3:02:28 PM |
Ask3:02:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-4.95% |
0.97
Bid Size: 25,000 |
0.99
Ask Size: 25,000 |
Mondelez Internation... |
72.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK59AL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.28 |
| Time value: |
0.72 |
| Break-even: |
75.33 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
3.09% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
4.66 |
| Rho: |
0.49 |
Quote data
| Open: |
0.96 |
| High: |
0.96 |
| Low: |
0.96 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.52% |
| 1 Month |
|
|
+28.00% |
| 3 Months |
|
|
+47.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.79 |
| 1M High / 1M Low: |
1.01 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
