JP Morgan Put 140 YUM 17.01.2025
/ DE000JK5PZX2
JP Morgan Put 140 YUM 17.01.2025/ DE000JK5PZX2 /
| 13/11/2024 16:16:01 |
Chg.- |
Bid08:14:32 |
Ask08:14:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
- |
0.660
Bid Size: 3,000 |
0.700
Ask Size: 3,000 |
Yum Brands Inc |
140.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
07/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.51 |
| Time value: |
0.21 |
| Break-even: |
124.67 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
5.88% |
| Delta: |
-0.63 |
| Theta: |
-0.03 |
| Omega: |
-11.04 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.35% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-11.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.500 |
| 1M High / 1M Low: |
0.860 |
0.500 |
| 6M High / 6M Low: |
1.450 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.737 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.845 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.37% |
| Volatility 6M: |
|
158.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
