JP Morgan Put 115 TGR 17.01.2025
/ DE000JL6BUR2
JP Morgan Put 115 TGR 17.01.2025/ DE000JL6BUR2 /
14/10/2024 10:54:46 |
Chg.- |
Bid08:59:51 |
Ask08:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
- |
0.090 Bid Size: 2,000 |
0.150 Ask Size: 2,000 |
YUM BRANDS |
115.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL6BUR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
YUM BRANDS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 - |
Maturity: |
17/01/2025 |
Issue date: |
14/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-82.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.14 |
Parity: |
-0.84 |
Time value: |
0.15 |
Break-even: |
113.50 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.06 |
Spread %: |
64.84% |
Delta: |
-0.20 |
Theta: |
-0.02 |
Omega: |
-16.72 |
Rho: |
-0.07 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.01% |
1 Month |
|
|
-23.08% |
3 Months |
|
|
-47.37% |
YTD |
|
|
-81.13% |
1 Year |
|
|
-91.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.099 |
1M High / 1M Low: |
0.140 |
0.066 |
6M High / 6M Low: |
0.310 |
0.066 |
High (YTD): |
06/02/2024 |
0.640 |
Low (YTD): |
01/10/2024 |
0.066 |
52W High: |
26/10/2023 |
1.050 |
52W Low: |
01/10/2024 |
0.066 |
Avg. price 1W: |
|
0.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.168 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.348 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
198.07% |
Volatility 6M: |
|
186.94% |
Volatility 1Y: |
|
152.10% |
Volatility 3Y: |
|
- |