JP Morgan Put 105 YUM 17.01.2025
/ DE000JB00J90
JP Morgan Put 105 YUM 17.01.2025/ DE000JB00J90 /
| 8/8/2024 8:33:39 AM |
Chg.-0.002 |
Bid10:33:49 AM |
Ask10:33:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
-2.13% |
0.095
Bid Size: 2,000 |
0.200
Ask Size: 2,000 |
Yum Brands Inc |
105.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JB00J9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/22/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-71.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
-2.88 |
| Time value: |
0.17 |
| Break-even: |
94.35 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.09 |
| Spread %: |
106.52% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-7.60 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.092 |
| High: |
0.092 |
| Low: |
0.092 |
| Previous Close: |
0.094 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.15% |
| 1 Month |
|
|
-16.36% |
| 3 Months |
|
|
-8.00% |
| YTD |
|
|
-72.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.094 |
| 1M High / 1M Low: |
0.150 |
0.093 |
| 6M High / 6M Low: |
0.320 |
0.065 |
| High (YTD): |
2/6/2024 |
0.400 |
| Low (YTD): |
5/17/2024 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.132 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.67% |
| Volatility 6M: |
|
165.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
