JP Morgan Put 120 YUM 19.12.2025
/ DE000JT7GVA5
JP Morgan Put 120 YUM 19.12.2025/ DE000JT7GVA5 /
| 10/9/2024 8:36:55 AM |
Chg.- |
Bid8:24:59 AM |
Ask8:24:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Yum Brands Inc |
120.00 USD |
12/19/2025 |
Put |
Master data
| WKN: |
JT7GVA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
8/27/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.14 |
| Parity: |
-1.35 |
| Time value: |
0.81 |
| Break-even: |
101.57 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
22.73% |
| Delta: |
-0.27 |
| Theta: |
-0.01 |
| Omega: |
-4.03 |
| Rho: |
-0.49 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.25% |
| 1 Month |
|
|
-9.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.590 |
| 1M High / 1M Low: |
0.770 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.669 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
