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JP Morgan Put 135 TGR 17.01.2025/  DE000JL5WD98  /

EUWAX
31/07/2024  10:42:02 Chg.-0.100 Bid21:43:09 Ask21:43:09 Underlying Strike price Expiration date Option type
0.770EUR -11.49% 0.720
Bid Size: 75,000		 0.740
Ask Size: 75,000		 YUM BRANDS 135.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.05
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.28
Implied volatility: -
Historic volatility: 0.15
Parity: 1.28
Time value: -0.41
Break-even: 126.30
Moneyness: 1.10
Premium: -0.03
Premium p.a.: -0.07
Spread abs.: 0.08
Spread %: 10.13%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.36%
1 Month  
+8.45%
3 Months  
+54.00%
YTD
  -34.19%
1 Year
  -34.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.870
1M High / 1M Low: 1.100 0.720
6M High / 6M Low: 1.390 0.440
High (YTD): 06/02/2024 1.390
Low (YTD): 05/06/2024 0.440
52W High: 12/10/2023 2.150
52W Low: 05/06/2024 0.440
Avg. price 1W:   1.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.925
Avg. volume 1M:   0.000
Avg. price 6M:   0.749
Avg. volume 6M:   0.000
Avg. price 1Y:   1.106
Avg. volume 1Y:   0.000
Volatility 1M:   175.86%
Volatility 6M:   149.64%
Volatility 1Y:   116.08%
Volatility 3Y:   -