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JP Morgan Call 140 TGR 17.01.2025/  DE000JL69QH9  /

EUWAX
2024-07-11  10:45:23 AM Chg.+0.080 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.370EUR +27.59% -
Bid Size: -		 -
Ask Size: -		 YUM BRANDS 140.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.92
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.14
Parity: -2.08
Time value: 0.46
Break-even: 144.60
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.45
Spread abs.: 0.09
Spread %: 24.32%
Delta: 0.30
Theta: -0.03
Omega: 7.83
Rho: 0.16
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.13%
1 Month
  -53.16%
3 Months
  -62.63%
YTD
  -58.89%
1 Year
  -76.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.290
1M High / 1M Low: 0.790 0.290
6M High / 6M Low: 1.230 0.290
High (YTD): 2024-04-30 1.230
Low (YTD): 2024-07-10 0.290
52W High: 2023-07-24 1.720
52W Low: 2024-07-10 0.290
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.561
Avg. volume 1M:   0.000
Avg. price 6M:   0.867
Avg. volume 6M:   0.000
Avg. price 1Y:   0.968
Avg. volume 1Y:   0.000
Volatility 1M:   118.07%
Volatility 6M:   137.62%
Volatility 1Y:   113.03%
Volatility 3Y:   -