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JP Morgan Put 120 TGR 17.01.2025/  DE000JL5K6L9  /

EUWAX
7/17/2024  12:53:31 PM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
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: -27.50
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.17
Implied volatility: 0.13
Historic volatility: 0.14
Parity: 0.17
Time value: 0.26
Break-even: 115.70
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.09
Spread %: 26.47%
Delta: -0.47
Theta: -0.01
Omega: -12.84
Rho: -0.30
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+71.43%
3 Months  
+12.50%
YTD
  -45.45%
1 Year
  -54.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.390 0.210
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:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.347
Avg. volume 6M:   0.000
Avg. price 1Y:   0.613
Avg. volume 1Y:   0.000
Volatility 1M:   185.04%
Volatility 6M:   155.67%
Volatility 1Y:   122.35%
Volatility 3Y:   -