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JP Morgan Put 130 TGR 17.01.2025/  DE000JL6SEG3  /

EUWAX
2024-08-07  12:54:43 PM Chg.- Bid9:41:23 AM Ask9:41:23 AM Underlying Strike price Expiration date Option type
0.470EUR - 0.480
Bid Size: 3,000		 0.560
Ask Size: 3,000		 YUM BRANDS 130.00 - 2025-01-17 Put
 

Master data

WKN: JL6SEG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.12
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.52
Implied volatility: 0.11
Historic volatility: 0.15
Parity: 0.52
Time value: 0.02
Break-even: 124.60
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 17.39%
Delta: -0.62
Theta: 0.00
Omega: -14.35
Rho: -0.37
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.07%
1 Month
  -26.56%
3 Months
  -4.08%
YTD
  -52.04%
1 Year
  -57.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.470
1M High / 1M Low: 0.830 0.470
6M High / 6M Low: 0.970 0.320
High (YTD): 2024-02-06 1.160
Low (YTD): 2024-06-05 0.320
52W High: 2023-10-13 1.850
52W Low: 2024-06-05 0.320
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   0.000
Avg. price 6M:   0.553
Avg. volume 6M:   0.000
Avg. price 1Y:   0.896
Avg. volume 1Y:   0.000
Volatility 1M:   223.10%
Volatility 6M:   165.07%
Volatility 1Y:   129.36%
Volatility 3Y:   -