JP Morgan Put 125 YUM 20.06.2025/  DE000JK5RBG4  /

EUWAX
2024-08-01  12:22:39 PM Chg.-0.010 Bid12:40:51 PM Ask12:40:51 PM Underlying Strike price Expiration date Option type
0.620EUR -1.59% 0.620
Bid Size: 3,000
0.720
Ask Size: 3,000
Yum Brands Inc 125.00 USD 2025-06-20 Put
 

Master data

WKN: JK5RBG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 2025-06-20
Issue date: 2024-03-07
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.25
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.14
Parity: -0.72
Time value: 0.71
Break-even: 108.37
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.13
Spread abs.: 0.14
Spread %: 24.19%
Delta: -0.31
Theta: -0.01
Omega: -5.36
Rho: -0.40
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.74%
1 Month  
+10.71%
3 Months  
+16.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.630
1M High / 1M Low: 0.870 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.708
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -