JP Morgan Put 135 YUM 20.06.2025
/ DE000JK5RBJ8
JP Morgan Put 135 YUM 20.06.2025/ DE000JK5RBJ8 /
| 2024-10-09 12:50:44 PM |
Chg.- |
Bid6:34:23 PM |
Ask6:34:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
- |
0.830
Bid Size: 75,000 |
0.860
Ask Size: 75,000 |
Yum Brands Inc |
135.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK5RBJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 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: |
-15.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
0.02 |
| Time value: |
0.77 |
| Break-even: |
115.43 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
10.13% |
| Delta: |
-0.42 |
| Theta: |
-0.01 |
| Omega: |
-6.49 |
| Rho: |
-0.41 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.21% |
| 1 Month |
|
|
-10.11% |
| 3 Months |
|
|
-32.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.660 |
| 1M High / 1M Low: |
0.930 |
0.590 |
| 6M High / 6M Low: |
1.340 |
0.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.887 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.74% |
| Volatility 6M: |
|
121.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
