JP Morgan Call 75 TSN 20.06.2025
/ DE000JK8UYC3
JP Morgan Call 75 TSN 20.06.2025/ DE000JK8UYC3 /
| 8/8/2024 12:19:27 PM |
Chg.- |
Bid10:36:37 AM |
Ask10:36:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
- |
0.190
Bid Size: 5,000 |
0.240
Ask Size: 5,000 |
Tyson Foods |
75.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JK8UYC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
4/26/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-1.20 |
| Time value: |
0.23 |
| Break-even: |
71.01 |
| Moneyness: |
0.83 |
| Premium: |
0.25 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.05 |
| Spread %: |
27.78% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
7.30 |
| Rho: |
0.13 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+78.95% |
| 3 Months |
|
|
-22.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.170 |
| 1M High / 1M Low: |
0.250 |
0.081 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
