JP Morgan Call 65 TSN 20.12.2024
/ DE000JK470V9
JP Morgan Call 65 TSN 20.12.2024/ DE000JK470V9 /
| 9/3/2024 11:58:14 AM |
Chg.-0.010 |
Bid9/3/2024 |
Ask9/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-3.23% |
0.300
Bid Size: 5,000 |
0.340
Ask Size: 5,000 |
Tyson Foods |
65.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK470V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.06 |
| Time value: |
0.35 |
| Break-even: |
62.23 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
12.90% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
8.80 |
| Rho: |
0.08 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
+30.43% |
| 3 Months |
|
|
+76.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.260 |
| 1M High / 1M Low: |
0.360 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
