JP Morgan Put 115 TGR 19.07.2024
/ DE000JB60CJ5
JP Morgan Put 115 TGR 19.07.2024/ DE000JB60CJ5 /
| 6/20/2024 10:53:34 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
YUM BRANDS |
115.00 - |
7/19/2024 |
Put |
Master data
| WKN: |
JB60CJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
YUM BRANDS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-107.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.14 |
| Parity: |
-0.33 |
| Time value: |
0.11 |
| Break-even: |
113.90 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.10 |
| Spread %: |
900.00% |
| Delta: |
-0.28 |
| Theta: |
-0.51 |
| Omega: |
-30.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.012 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-83.05% |
| YTD |
|
|
-95.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.012 |
0.010 |
| 6M High / 6M Low: |
0.270 |
0.010 |
| High (YTD): |
2/6/2024 |
0.270 |
| Low (YTD): |
6/20/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.72% |
| Volatility 6M: |
|
294.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
