JP Morgan Call 75 TSN 20.06.2025/  DE000JK8UYC3  /

EUWAX
05/07/2024  16:11:53 Chg.-0.027 Bid17:08:39 Ask17:08:39 Underlying Strike price Expiration date Option type
0.083EUR -24.55% 0.082
Bid Size: 100,000
0.097
Ask Size: 100,000
Tyson Foods 75.00 USD 20/06/2025 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: 20/06/2025
Issue date: 26/04/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.18
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.20
Parity: -1.70
Time value: 0.20
Break-even: 71.38
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.38
Spread abs.: 0.10
Spread %: 106.19%
Delta: 0.25
Theta: -0.01
Omega: 6.50
Rho: 0.11
 

Quote data

Open: 0.096
High: 0.096
Low: 0.083
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.31%
1 Month
  -30.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.098
1M High / 1M Low: 0.120 0.065
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -