JP Morgan Call 60 TSN 20.06.2025/  DE000JK9FP69  /

EUWAX
30/08/2024  08:44:27 Chg.-0.070 Bid11:19:00 Ask11:19:00 Underlying Strike price Expiration date Option type
0.800EUR -8.05% 0.820
Bid Size: 7,500
0.870
Ask Size: 7,500
Tyson Foods 60.00 USD 20/06/2025 Call
 

Master data

WKN: JK9FP6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 20/06/2025
Issue date: 30/04/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.42
Implied volatility: 0.21
Historic volatility: 0.19
Parity: 0.42
Time value: 0.34
Break-even: 61.73
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 6.33%
Delta: 0.74
Theta: -0.01
Omega: 5.72
Rho: 0.29
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+21.21%
3 Months  
+53.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.700
1M High / 1M Low: 0.870 0.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.764
Avg. volume 1W:   0.000
Avg. price 1M:   0.683
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -