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JP Morgan Put 105 YUM 17.01.2025/  DE000JB00J90  /

EUWAX
14/11/2024  08:35:03 Chg.-0.005 Bid14/11/2024 Ask14/11/2024 Underlying Strike price Expiration date Option type
0.022EUR -18.52% 0.022
Bid Size: 2,000		 0.110
Ask Size: 2,000		 Yum Brands Inc 105.00 USD 17/01/2025 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: 17/01/2025
Issue date: 22/08/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -122.96
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.15
Parity: -2.86
Time value: 0.10
Break-even: 98.34
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 2.28
Spread abs.: 0.08
Spread %: 400.00%
Delta: -0.08
Theta: -0.03
Omega: -10.09
Rho: -0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -55.10%
3 Months
  -63.93%
YTD
  -93.53%
1 Year
  -95.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.011
1M High / 1M Low: 0.056 0.011
6M High / 6M Low: 0.150 0.011
High (YTD): 06/02/2024 0.400
Low (YTD): 08/11/2024 0.011
52W High: 07/12/2023 0.470
52W Low: 08/11/2024 0.011
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   0.000
Volatility 1M:   394.77%
Volatility 6M:   228.01%
Volatility 1Y:   180.58%
Volatility 3Y:   -