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JP Morgan Call 135 TGR 17.01.2025/  DE000JL6BWK3  /

EUWAX
2024-07-11  10:45:32 AM Chg.+0.110 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.550EUR +25.00% -
Bid Size: -		 -
Ask Size: -		 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: 18.63
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.14
Parity: -1.58
Time value: 0.64
Break-even: 141.40
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.39
Spread abs.: 0.09
Spread %: 16.36%
Delta: 0.37
Theta: -0.03
Omega: 6.94
Rho: 0.20
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.17%
1 Month
  -48.11%
3 Months
  -56.35%
YTD
  -50.89%
1 Year
  -69.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.440
1M High / 1M Low: 1.060 0.440
6M High / 6M Low: 1.540 0.440
High (YTD): 2024-04-30 1.540
Low (YTD): 2024-07-10 0.440
52W High: 2023-07-24 1.970
52W Low: 2024-07-10 0.440
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.788
Avg. volume 1M:   0.000
Avg. price 6M:   1.117
Avg. volume 6M:   0.000
Avg. price 1Y:   1.198
Avg. volume 1Y:   0.000
Volatility 1M:   106.09%
Volatility 6M:   122.77%
Volatility 1Y:   101.83%
Volatility 3Y:   -