JP Morgan Call 135 TGR 17.01.2025
/ DE000JL6BWK3
JP Morgan Call 135 TGR 17.01.2025/ DE000JL6BWK3 /
| 2024-05-31 10:43:27 AM |
Chg.0.000 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
YUM BRANDS |
135.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL6BWK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
YUM BRANDS |
| Type: |
Warrant |
| Option type: |
Call |
| 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: |
10.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.14 |
| Parity: |
-0.83 |
| Time value: |
1.17 |
| Break-even: |
146.70 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.08 |
| Spread %: |
7.34% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
5.38 |
| Rho: |
0.32 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.84% |
| 1 Month |
|
|
-38.96% |
| 3 Months |
|
|
-34.27% |
| YTD |
|
|
-16.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.940 |
| 1M High / 1M Low: |
1.310 |
0.930 |
| 6M High / 6M Low: |
1.540 |
0.860 |
| High (YTD): |
2024-04-30 |
1.540 |
| Low (YTD): |
2024-02-06 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.156 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.26% |
| Volatility 6M: |
|
110.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
