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JP Morgan Put 115 TGR 17.01.2025/  DE000JL6BUR2  /

EUWAX
11/18/2024  10:29:52 AM Chg.- Bid10:17:26 AM Ask10:17:26 AM Underlying Strike price Expiration date Option type
0.056EUR - 0.050
Bid Size: 2,000		 0.120
Ask Size: 2,000		 YUM BRANDS 115.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -105.41
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.15
Parity: -1.15
Time value: 0.12
Break-even: 113.80
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.81
Spread abs.: 0.07
Spread %: 150.00%
Delta: -0.16
Theta: -0.03
Omega: -16.93
Rho: -0.03
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month
  -34.12%
3 Months
  -53.33%
YTD
  -89.43%
1 Year
  -90.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.040
1M High / 1M Low: 0.120 0.029
6M High / 6M Low: 0.310 0.029
High (YTD): 2/6/2024 0.640
Low (YTD): 11/11/2024 0.029
52W High: 12/7/2023 0.720
52W Low: 11/11/2024 0.029
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   0.270
Avg. volume 1Y:   0.000
Volatility 1M:   346.38%
Volatility 6M:   218.37%
Volatility 1Y:   177.40%
Volatility 3Y:   -