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JP Morgan Call 140 TGR 17.01.2025/  DE000JL69QH9  /

EUWAX
08/08/2024  10:36:01 Chg.-0.020 Bid10:49:43 Ask10:49:43 Underlying Strike price Expiration date Option type
0.630EUR -3.08% 0.640
Bid Size: 3,000		 0.720
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: 17.10
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.15
Parity: -1.52
Time value: 0.73
Break-even: 147.30
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.45
Spread abs.: 0.08
Spread %: 12.31%
Delta: 0.39
Theta: -0.04
Omega: 6.65
Rho: 0.18
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+75.00%
3 Months
  -14.86%
YTD
  -30.00%
1 Year
  -57.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.480
1M High / 1M Low: 0.650 0.280
6M High / 6M Low: 1.230 0.280
High (YTD): 30/04/2024 1.230
Low (YTD): 25/07/2024 0.280
52W High: 14/08/2023 1.500
52W Low: 25/07/2024 0.280
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.803
Avg. volume 6M:   0.000
Avg. price 1Y:   0.875
Avg. volume 1Y:   0.000
Volatility 1M:   271.53%
Volatility 6M:   170.79%
Volatility 1Y:   136.56%
Volatility 3Y:   -