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JP Morgan Put 120 TGR 17.01.2025/  DE000JL5K6L9  /

EUWAX
9/18/2024  10:43:51 AM Chg.+0.030 Bid12:35:31 PM Ask12:35:31 PM Underlying Strike price Expiration date Option type
0.190EUR +18.75% 0.190
Bid Size: 3,000		 0.230
Ask Size: 3,000		 YUM BRANDS 120.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -49.58
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.10
Implied volatility: 0.09
Historic volatility: 0.14
Parity: 0.10
Time value: 0.14
Break-even: 117.60
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 26.32%
Delta: -0.47
Theta: -0.01
Omega: -23.20
Rho: -0.19
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month  
+18.75%
3 Months
  -9.52%
YTD
  -71.21%
1 Year
  -78.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.210 0.150
6M High / 6M Low: 0.440 0.150
High (YTD): 2/6/2024 0.780
Low (YTD): 8/22/2024 0.150
52W High: 10/13/2023 1.340
52W Low: 8/22/2024 0.150
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.176
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   0.513
Avg. volume 1Y:   0.000
Volatility 1M:   140.81%
Volatility 6M:   174.39%
Volatility 1Y:   139.44%
Volatility 3Y:   -