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JP Morgan Put 135 TGR 17.01.2025/  DE000JL5WD98  /

EUWAX
2024-09-25  10:43:42 AM Chg.-0.130 Bid8:35:19 PM Ask8:35:19 PM Underlying Strike price Expiration date Option type
0.530EUR -19.70% 0.570
Bid Size: 75,000		 0.590
Ask Size: 75,000		 YUM BRANDS 135.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.98
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 1.54
Implied volatility: -
Historic volatility: 0.14
Parity: 1.54
Time value: -0.97
Break-even: 129.30
Moneyness: 1.13
Premium: -0.08
Premium p.a.: -0.24
Spread abs.: 0.05
Spread %: 9.62%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.52%
1 Month  
+10.42%
3 Months
  -20.90%
YTD
  -54.70%
1 Year
  -67.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.620
1M High / 1M Low: 0.710 0.490
6M High / 6M Low: 1.100 0.440
High (YTD): 2024-02-06 1.390
Low (YTD): 2024-06-05 0.440
52W High: 2023-10-12 2.150
52W Low: 2024-06-05 0.440
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.581
Avg. volume 1M:   0.000
Avg. price 6M:   0.659
Avg. volume 6M:   0.000
Avg. price 1Y:   0.980
Avg. volume 1Y:   0.000
Volatility 1M:   140.05%
Volatility 6M:   161.09%
Volatility 1Y:   127.79%
Volatility 3Y:   -