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JP Morgan Put 115 TGR 17.01.2025/  DE000JL6BUR2  /

EUWAX
14/10/2024  10:54:46 Chg.- Bid08:29:48 Ask08:29:48 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:   -