JP Morgan Call 125 TGR 17.01.2025
/ DE000JB1JQ12
JP Morgan Call 125 TGR 17.01.2025/ DE000JB1JQ12 /
| 2024-07-11 10:51:41 AM |
Chg.+0.17 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
+19.10% |
-
Bid Size: - |
-
Ask Size: - |
YUM BRANDS |
125.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JB1JQ1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
YUM BRANDS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.14 |
| Parity: |
-0.58 |
| Time value: |
1.14 |
| Break-even: |
136.40 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.09 |
| Spread %: |
8.57% |
| Delta: |
0.51 |
| Theta: |
-0.04 |
| Omega: |
5.36 |
| Rho: |
0.26 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
0.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.50% |
| 1 Month |
|
|
-38.01% |
| 3 Months |
|
|
-44.21% |
| YTD |
|
|
-34.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.89 |
| 1M High / 1M Low: |
1.72 |
0.89 |
| 6M High / 6M Low: |
2.24 |
0.89 |
| High (YTD): |
2024-04-30 |
2.24 |
| Low (YTD): |
2024-07-10 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.59% |
| Volatility 6M: |
|
97.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
