JP Morgan Call 70 TSN 17.01.2025
/ DE000JL2CV36
JP Morgan Call 70 TSN 17.01.2025/ DE000JL2CV36 /
02/09/2024 10:41:53 |
Chg.0.000 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
70.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL2CV3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
17/01/2025 |
Issue date: |
17/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.19 |
Parity: |
-1.18 |
Time value: |
0.19 |
Break-even: |
71.90 |
Moneyness: |
0.83 |
Premium: |
0.23 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.03 |
Spread %: |
18.75% |
Delta: |
0.26 |
Theta: |
-0.02 |
Omega: |
8.07 |
Rho: |
0.05 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+72.04% |
YTD |
|
|
-15.79% |
1 Year |
|
|
-36.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.130 |
1M High / 1M Low: |
0.200 |
0.092 |
6M High / 6M Low: |
0.280 |
0.042 |
High (YTD): |
05/02/2024 |
0.390 |
Low (YTD): |
14/06/2024 |
0.042 |
52W High: |
05/02/2024 |
0.390 |
52W Low: |
14/06/2024 |
0.042 |
Avg. price 1W: |
|
0.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.141 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.156 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
323.12% |
Volatility 6M: |
|
225.96% |
Volatility 1Y: |
|
202.16% |
Volatility 3Y: |
|
- |