JP Morgan Put 140 YUM 17.01.2025
/ DE000JK5PZX2
JP Morgan Put 140 YUM 17.01.2025/ DE000JK5PZX2 /
2024-09-06 5:26:49 PM |
Chg.+0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
+2.53% |
- Bid Size: - |
- Ask Size: - |
Yum Brands Inc |
140.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
JK5PZX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-03-07 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.20 |
Historic volatility: |
0.14 |
Parity: |
0.55 |
Time value: |
0.24 |
Break-even: |
118.35 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
6.02% |
Delta: |
-0.58 |
Theta: |
-0.01 |
Omega: |
-8.89 |
Rho: |
-0.28 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.810 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.08% |
1 Month |
|
|
-4.71% |
3 Months |
|
|
+35.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.740 |
1M High / 1M Low: |
0.860 |
0.650 |
6M High / 6M Low: |
1.450 |
0.600 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.794 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.743 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.882 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.14% |
Volatility 6M: |
|
143.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |