JP Morgan Put 125 YUM 18.10.2024
/ DE000JK2B903
JP Morgan Put 125 YUM 18.10.2024/ DE000JK2B903 /
| 2024-06-07 10:52:18 AM |
Chg.0.000 |
Bid12:01:35 PM |
Ask12:01:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
0.140
Bid Size: 3,000 |
0.210
Ask Size: 3,000 |
Yum Brands Inc |
125.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK2B90 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-58.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
-1.45 |
| Time value: |
0.22 |
| Break-even: |
112.57 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.08 |
| Spread %: |
57.14% |
| Delta: |
-0.18 |
| Theta: |
-0.02 |
| Omega: |
-10.66 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.130 |
| 1M High / 1M Low: |
0.240 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
