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: |
|
- |
