JP Morgan Call 150 YUM 18.10.2024
/ DE000JK2B952
JP Morgan Call 150 YUM 18.10.2024/ DE000JK2B952 /
| 2024-06-07 10:52:18 AM |
Chg.+0.010 |
Bid11:46:25 AM |
Ask11:46:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+3.33% |
0.320
Bid Size: 3,000 |
0.390
Ask Size: 3,000 |
Yum Brands Inc |
150.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK2B95 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
-0.84 |
| Time value: |
0.36 |
| Break-even: |
141.30 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.06 |
| Spread %: |
21.88% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
13.06 |
| Rho: |
0.16 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+93.75% |
| 1 Month |
|
|
+29.17% |
| 3 Months |
|
|
-36.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.160 |
| 1M High / 1M Low: |
0.350 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
