JP Morgan Call 65 TSN 20.06.2025
/ DE000JK8UYA7
JP Morgan Call 65 TSN 20.06.2025/ DE000JK8UYA7 /
| 2024-07-26 12:24:55 PM |
Chg.- |
Bid10:35:17 AM |
Ask10:35:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
- |
0.450
Bid Size: 7,500 |
0.510
Ask Size: 7,500 |
Tyson Foods |
65.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JK8UYA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.37 |
| Time value: |
0.48 |
| Break-even: |
64.68 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
13.04% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
5.86 |
| Rho: |
0.21 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+62.96% |
| 3 Months |
|
|
-29.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.360 |
| 1M High / 1M Low: |
0.440 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
