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JP Morgan Put 125 TGR 17.01.2025/  DE000JL67YT2  /

EUWAX
10/18/2024  10:52:41 AM Chg.-0.020 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.210EUR -8.70% -
Bid Size: -		 -
Ask Size: -		 YUM BRANDS 125.00 - 1/17/2025 Put
 

Master data

WKN: JL67YT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Put
Strike price: 125.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -49.42
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.15
Implied volatility: 0.09
Historic volatility: 0.14
Parity: 0.15
Time value: 0.10
Break-even: 122.50
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 25.00%
Delta: -0.52
Theta: -0.01
Omega: -25.93
Rho: -0.17
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -25.00%
3 Months
  -61.11%
YTD
  -74.07%
1 Year
  -84.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.320 0.150
6M High / 6M Low: 0.610 0.150
High (YTD): 2/6/2024 0.960
Low (YTD): 10/1/2024 0.150
52W High: 10/26/2023 1.460
52W Low: 10/1/2024 0.150
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   0.548
Avg. volume 1Y:   0.000
Volatility 1M:   177.76%
Volatility 6M:   187.21%
Volatility 1Y:   149.19%
Volatility 3Y:   -