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JP Morgan Put 120 TGR 17.01.2025/  DE000JL5K6L9  /

EUWAX
6/28/2024  10:36:30 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.270EUR -6.90% -
Bid Size: -		 -
Ask Size: -		 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: -34.34
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.14
Parity: -0.36
Time value: 0.36
Break-even: 116.40
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.08
Spread %: 28.57%
Delta: -0.32
Theta: -0.01
Omega: -11.14
Rho: -0.24
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month     0.00%
3 Months
  -12.90%
YTD
  -59.09%
1 Year
  -64.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.290 0.170
6M High / 6M Low: 0.780 0.170
High (YTD): 2/6/2024 0.780
Low (YTD): 6/5/2024 0.170
52W High: 10/13/2023 1.340
52W Low: 6/5/2024 0.170
Avg. price 1W:   0.265
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   0.636
Avg. volume 1Y:   0.000
Volatility 1M:   132.94%
Volatility 6M:   140.96%
Volatility 1Y:   113.59%
Volatility 3Y:   -