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JP Morgan Call 70 TSN 17.01.2025/  DE000JL2CV36  /

EUWAX
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:   -