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JP Morgan Put 120 TGR 17.01.2025/  DE000JL5K6L9  /

EUWAX
2024-11-19  10:35:37 AM Chg.-0.010 Bid12:13:44 PM Ask12:13:44 PM Underlying Strike price Expiration date Option type
0.080EUR -11.11% 0.080
Bid Size: 3,000		 0.130
Ask Size: 3,000		 YUM BRANDS 120.00 - 2025-01-17 Put
 

Master data

WKN: JL5K6L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -97.30
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -0.65
Time value: 0.13
Break-even: 118.70
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.45
Spread abs.: 0.06
Spread %: 80.56%
Delta: -0.22
Theta: -0.02
Omega: -21.37
Rho: -0.05
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.98%
1 Month
  -38.46%
3 Months
  -50.00%
YTD
  -87.88%
1 Year
  -89.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.063
1M High / 1M Low: 0.180 0.051
6M High / 6M Low: 0.440 0.051
High (YTD): 2024-02-06 0.780
Low (YTD): 2024-11-11 0.051
52W High: 2023-12-07 0.880
52W Low: 2024-11-11 0.051
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   0.351
Avg. volume 1Y:   0.000
Volatility 1M:   341.75%
Volatility 6M:   215.74%
Volatility 1Y:   173.21%
Volatility 3Y:   -