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JP Morgan Call 130 YUM 17.01.2025/  DE000JB00JD9  /

EUWAX
9/13/2024  12:53:36 PM Chg.-0.060 Bid5:30:49 PM Ask5:30:49 PM Underlying Strike price Expiration date Option type
0.860EUR -6.52% 0.850
Bid Size: 75,000		 0.870
Ask Size: 75,000		 Yum Brands Inc 130.00 USD 1/17/2025 Call
 

Master data

WKN: JB00JD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 1/17/2025
Issue date: 8/22/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.38
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.31
Implied volatility: 0.24
Historic volatility: 0.14
Parity: 0.31
Time value: 0.59
Break-even: 126.34
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 5.88%
Delta: 0.63
Theta: -0.03
Omega: 8.48
Rho: 0.23
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.51%
1 Month
  -21.10%
3 Months
  -35.34%
YTD
  -37.23%
1 Year
  -47.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.810
1M High / 1M Low: 1.210 0.810
6M High / 6M Low: 1.870 0.620
High (YTD): 4/30/2024 1.870
Low (YTD): 7/25/2024 0.620
52W High: 4/30/2024 1.870
52W Low: 7/25/2024 0.620
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   1.013
Avg. volume 1M:   0.000
Avg. price 6M:   1.231
Avg. volume 6M:   0.000
Avg. price 1Y:   1.286
Avg. volume 1Y:   0.000
Volatility 1M:   110.44%
Volatility 6M:   127.79%
Volatility 1Y:   106.33%
Volatility 3Y:   -