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JP Morgan Call 135 TGR 17.01.2025/  DE000JL6BWK3  /

EUWAX
2024-11-19  10:36:16 AM Chg.-0.020 Bid7:21:07 PM Ask7:21:07 PM Underlying Strike price Expiration date Option type
0.330EUR -5.71% 0.280
Bid Size: 75,000		 0.300
Ask Size: 75,000		 YUM BRANDS 135.00 - 2025-01-17 Call
 

Master data

WKN: JL6BWK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.62
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.15
Parity: -0.85
Time value: 0.40
Break-even: 139.00
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.79
Spread abs.: 0.04
Spread %: 11.11%
Delta: 0.36
Theta: -0.06
Omega: 11.35
Rho: 0.07
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.54%
1 Month
  -35.29%
3 Months
  -60.24%
YTD
  -70.54%
1 Year
  -70.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.350
1M High / 1M Low: 0.670 0.350
6M High / 6M Low: 1.340 0.330
High (YTD): 2024-04-30 1.540
Low (YTD): 2024-09-23 0.330
52W High: 2024-04-30 1.540
52W Low: 2024-09-23 0.330
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.487
Avg. volume 1M:   0.000
Avg. price 6M:   0.709
Avg. volume 6M:   0.000
Avg. price 1Y:   0.928
Avg. volume 1Y:   0.000
Volatility 1M:   311.06%
Volatility 6M:   214.65%
Volatility 1Y:   168.93%
Volatility 3Y:   -