OverviewChartNewsTraderScreen

JP Morgan Call 140 TGR 17.01.2025/  DE000JL69QH9  /

EUWAX
14/10/2024  10:54:44 Chg.+0.020 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.320EUR +6.67% -
Bid Size: -		 -
Ask Size: -		 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: 33.16
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.14
Parity: -1.73
Time value: 0.37
Break-even: 143.70
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.84
Spread abs.: 0.05
Spread %: 15.63%
Delta: 0.28
Theta: -0.04
Omega: 9.44
Rho: 0.08
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.95%
1 Month
  -13.51%
3 Months
  -30.43%
YTD
  -64.44%
1 Year
  -52.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.300
1M High / 1M Low: 0.600 0.180
6M High / 6M Low: 1.230 0.180
High (YTD): 30/04/2024 1.230
Low (YTD): 23/09/2024 0.180
52W High: 30/04/2024 1.230
52W Low: 23/09/2024 0.180
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.392
Avg. volume 1M:   0.000
Avg. price 6M:   0.606
Avg. volume 6M:   0.000
Avg. price 1Y:   0.750
Avg. volume 1Y:   0.000
Volatility 1M:   380.60%
Volatility 6M:   227.04%
Volatility 1Y:   174.93%
Volatility 3Y:   -