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JP Morgan Call 135 TGR 17.01.2025/  DE000JL6BWK3  /

EUWAX
08/08/2024  10:36:04 Chg.-0.020 Bid11:18:59 Ask11:18:59 Underlying Strike price Expiration date Option type
0.880EUR -2.22% 0.890
Bid Size: 3,000		 0.970
Ask Size: 3,000		 YUM BRANDS 135.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.61
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.15
Parity: -1.02
Time value: 0.99
Break-even: 144.90
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.40
Spread abs.: 0.08
Spread %: 8.79%
Delta: 0.46
Theta: -0.05
Omega: 5.78
Rho: 0.21
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.94%
1 Month  
+62.96%
3 Months
  -11.11%
YTD
  -21.43%
1 Year
  -48.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.680
1M High / 1M Low: 0.900 0.430
6M High / 6M Low: 1.540 0.430
High (YTD): 30/04/2024 1.540
Low (YTD): 25/07/2024 0.430
52W High: 14/08/2023 1.750
52W Low: 25/07/2024 0.430
Avg. price 1W:   0.798
Avg. volume 1W:   0.000
Avg. price 1M:   0.585
Avg. volume 1M:   0.000
Avg. price 6M:   1.049
Avg. volume 6M:   0.000
Avg. price 1Y:   1.101
Avg. volume 1Y:   0.000
Volatility 1M:   233.57%
Volatility 6M:   148.86%
Volatility 1Y:   120.97%
Volatility 3Y:   -