OverviewChartNewsTraderScreen

JP Morgan Call 150 TGR 17.01.2025/  DE000JL7F0N3  /

EUWAX
2024-08-08  10:36:22 AM Chg.-0.010 Bid2024-08-08 Ask2024-08-08 Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.280
Bid Size: 3,000		 0.370
Ask Size: 3,000		 YUM BRANDS 150.00 - 2025-01-17 Call
 

Master data

WKN: JL7F0N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.85
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.15
Parity: -2.52
Time value: 0.38
Break-even: 153.80
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.60
Spread abs.: 0.09
Spread %: 31.03%
Delta: 0.26
Theta: -0.03
Omega: 8.42
Rho: 0.13
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+100.00%
3 Months
  -24.32%
YTD
  -49.09%
1 Year
  -73.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.200
1M High / 1M Low: 0.300 0.110
6M High / 6M Low: 0.730 0.110
High (YTD): 2024-04-30 0.730
Low (YTD): 2024-07-25 0.110
52W High: 2023-08-14 1.070
52W Low: 2024-07-25 0.110
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.434
Avg. volume 6M:   0.000
Avg. price 1Y:   0.525
Avg. volume 1Y:   0.000
Volatility 1M:   353.30%
Volatility 6M:   222.38%
Volatility 1Y:   173.64%
Volatility 3Y:   -