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JP Morgan Call 155 TGR 17.01.2025/  DE000JL69Q89  /

EUWAX
13/09/2024  10:45:00 Chg.-0.010 Bid14:53:03 Ask14:53:03 Underlying Strike price Expiration date Option type
0.062EUR -13.89% 0.065
Bid Size: 2,000		 0.130
Ask Size: 2,000		 YUM BRANDS 155.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.28
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.14
Parity: -3.46
Time value: 0.15
Break-even: 156.50
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 1.14
Spread abs.: 0.09
Spread %: 141.94%
Delta: 0.13
Theta: -0.02
Omega: 10.80
Rho: 0.05
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.072
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.42%
1 Month
  -52.31%
3 Months
  -75.20%
YTD
  -85.58%
1 Year
  -90.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.059
1M High / 1M Low: 0.160 0.059
6M High / 6M Low: 0.540 0.059
High (YTD): 30/04/2024 0.540
Low (YTD): 11/09/2024 0.059
52W High: 14/09/2023 0.740
52W Low: 11/09/2024 0.059
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   0.334
Avg. volume 1Y:   0.000
Volatility 1M:   248.41%
Volatility 6M:   262.03%
Volatility 1Y:   205.72%
Volatility 3Y:   -