JP Morgan Call 74 TSN 16.01.2026
/ DE000JT962B8
JP Morgan Call 74 TSN 16.01.2026/ DE000JT962B8 /
| 07/11/2024 09:48:01 |
Chg.-0.050 |
Bid16:52:48 |
Ask16:52:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-16.13% |
0.260
Bid Size: 100,000 |
0.280
Ask Size: 100,000 |
Tyson Foods |
74.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JT962B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
29/08/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-1.38 |
| Time value: |
0.33 |
| Break-even: |
72.25 |
| Moneyness: |
0.80 |
| Premium: |
0.31 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.07 |
| Spread %: |
26.92% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
5.59 |
| Rho: |
0.18 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.230 |
| 1M High / 1M Low: |
0.310 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
