JP Morgan Call 80 MDLZ 16.01.2026
/ DE000JT3X005
JP Morgan Call 80 MDLZ 16.01.2026/ DE000JT3X005 /
10/16/2024 12:36:41 PM |
Chg.+0.070 |
Bid9:46:43 PM |
Ask9:46:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+18.42% |
0.440 Bid Size: 125,000 |
0.460 Ask Size: 125,000 |
Mondelez Internation... |
80.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
JT3X00 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
7/19/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
-0.75 |
Time value: |
0.43 |
Break-even: |
77.83 |
Moneyness: |
0.90 |
Premium: |
0.18 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
6.82% |
Delta: |
0.43 |
Theta: |
-0.01 |
Omega: |
6.60 |
Rho: |
0.30 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.380 |
1M High / 1M Low: |
0.600 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.395 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.488 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |