JP Morgan Put 105 YUM 17.01.2025
/ DE000JB00J90
JP Morgan Put 105 YUM 17.01.2025/ DE000JB00J90 /
| 2024-08-01 8:34:43 AM |
Chg.0.000 |
Bid2:42:09 PM |
Ask2:42:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
0.00% |
0.097
Bid Size: 2,000 |
0.190
Ask Size: 2,000 |
Yum Brands Inc |
105.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-08-22 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-66.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.14 |
| Parity: |
-2.57 |
| Time value: |
0.18 |
| Break-even: |
95.16 |
| Moneyness: |
0.79 |
| Premium: |
0.22 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.09 |
| Spread %: |
104.08% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-7.81 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.097 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.33% |
| 1 Month |
|
|
+5.43% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-71.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.097 |
| 1M High / 1M Low: |
0.150 |
0.092 |
| 6M High / 6M Low: |
0.400 |
0.065 |
| High (YTD): |
2024-02-06 |
0.400 |
| Low (YTD): |
2024-05-17 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.127 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.142 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.10% |
| Volatility 6M: |
|
162.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
