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JP Morgan Call 140 TGR 17.01.2025/  DE000JL69QH9  /

EUWAX
12/07/2024  10:34:10 Chg.+0.020 Bid12:48:20 Ask12:48:20 Underlying Strike price Expiration date Option type
0.390EUR +5.41% 0.390
Bid Size: 3,000		 0.460
Ask Size: 3,000		 YUM BRANDS 140.00 - 17/01/2025 Call
 

Master data

WKN: JL69QH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.81
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.14
Parity: -2.09
Time value: 0.48
Break-even: 144.80
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.46
Spread abs.: 0.09
Spread %: 23.08%
Delta: 0.31
Theta: -0.03
Omega: 7.62
Rho: 0.16
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -50.00%
3 Months
  -62.86%
YTD
  -56.67%
1 Year
  -75.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.790 0.290
6M High / 6M Low: 1.230 0.290
High (YTD): 30/04/2024 1.230
Low (YTD): 10/07/2024 0.290
52W High: 24/07/2023 1.720
52W Low: 10/07/2024 0.290
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.541
Avg. volume 1M:   0.000
Avg. price 6M:   0.863
Avg. volume 6M:   0.000
Avg. price 1Y:   0.963
Avg. volume 1Y:   0.000
Volatility 1M:   162.02%
Volatility 6M:   143.03%
Volatility 1Y:   116.27%
Volatility 3Y:   -