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JP Morgan Call 145 TGR 17.01.2025/  DE000JL60FZ3  /

EUWAX
2024-07-11  10:44:42 AM Chg.+0.060 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.240EUR +33.33% -
Bid Size: -		 -
Ask Size: -		 YUM BRANDS 145.00 - 2025-01-17 Call
 

Master data

WKN: JL60FZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.07
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.14
Parity: -2.58
Time value: 0.34
Break-even: 148.40
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.52
Spread abs.: 0.10
Spread %: 41.67%
Delta: 0.24
Theta: -0.02
Omega: 8.54
Rho: 0.13
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month
  -57.14%
3 Months
  -70.37%
YTD
  -66.67%
1 Year
  -82.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.560 0.180
6M High / 6M Low: 0.970 0.180
High (YTD): 2024-04-30 0.970
Low (YTD): 2024-07-10 0.180
52W High: 2023-07-24 1.490
52W Low: 2024-07-10 0.180
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.368
Avg. volume 1M:   0.000
Avg. price 6M:   0.652
Avg. volume 6M:   0.000
Avg. price 1Y:   0.765
Avg. volume 1Y:   0.000
Volatility 1M:   190.56%
Volatility 6M:   163.28%
Volatility 1Y:   131.90%
Volatility 3Y:   -