JP Morgan Call 60 TSN 20.06.2025
/ DE000JK9FP69
JP Morgan Call 60 TSN 20.06.2025/ DE000JK9FP69 /
30/08/2024 08:44:27 |
Chg.-0.070 |
Bid18:44:13 |
Ask18:44:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-8.05% |
0.780 Bid Size: 125,000 |
0.800 Ask Size: 125,000 |
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: |
|
- |