OverviewChartNewsTraderScreen

JP Morgan Call 155 TGR 17.01.2025/  DE000JL69Q89  /

EUWAX
8/8/2024  10:36:01 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.170EUR -5.56% -
Bid Size: -		 -
Ask Size: -		 YUM BRANDS 155.00 - 1/17/2025 Call
 

Master data

WKN: JL69Q8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.15
Parity: -3.02
Time value: 0.28
Break-even: 157.80
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.70
Spread abs.: 0.10
Spread %: 55.56%
Delta: 0.20
Theta: -0.03
Omega: 9.13
Rho: 0.10
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.77%
1 Month  
+107.32%
3 Months
  -32.00%
YTD
  -60.47%
1 Year
  -80.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.130
1M High / 1M Low: 0.200 0.059
6M High / 6M Low: 0.540 0.059
High (YTD): 4/30/2024 0.540
Low (YTD): 7/10/2024 0.059
52W High: 8/14/2023 0.900
52W Low: 7/10/2024 0.059
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.306
Avg. volume 6M:   0.000
Avg. price 1Y:   0.397
Avg. volume 1Y:   0.000
Volatility 1M:   402.04%
Volatility 6M:   245.81%
Volatility 1Y:   193.23%
Volatility 3Y:   -