JP Morgan Put 135 TGR 17.01.2025
/ DE000JL5WD98
JP Morgan Put 135 TGR 17.01.2025/ DE000JL5WD98 /
| 10/14/2024 10:54:35 AM |
Chg.- |
Bid8:14:55 AM |
Ask8:14:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
- |
0.500
Bid Size: 3,000 |
0.540
Ask Size: 3,000 |
YUM BRANDS |
135.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
JL5WD9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
YUM BRANDS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
6/14/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
- |
| Historic volatility: |
0.14 |
| Parity: |
1.16 |
| Time value: |
-0.62 |
| Break-even: |
129.60 |
| Moneyness: |
1.09 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
8.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-6.90% |
| 3 Months |
|
|
-28.00% |
| YTD |
|
|
-53.85% |
| 1 Year |
|
|
-74.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.510 |
| 1M High / 1M Low: |
0.710 |
0.340 |
| 6M High / 6M Low: |
1.100 |
0.340 |
| High (YTD): |
2/6/2024 |
1.390 |
| Low (YTD): |
9/30/2024 |
0.340 |
| 52W High: |
10/26/2023 |
1.990 |
| 52W Low: |
9/30/2024 |
0.340 |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.633 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.902 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
185.60% |
| Volatility 6M: |
|
167.96% |
| Volatility 1Y: |
|
133.94% |
| Volatility 3Y: |
|
- |
