JP Morgan Call 80 TSN 20.06.2025/  DE000JK8UYD1  /

EUWAX
2024-07-05  4:11:53 PM Chg.-0.015 Bid7:58:51 PM Ask7:58:51 PM Underlying Strike price Expiration date Option type
0.047EUR -24.19% 0.048
Bid Size: 75,000
0.068
Ask Size: 75,000
Tyson Foods 80.00 USD 2025-06-20 Call
 

Master data

WKN: JK8UYD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-06-20
Issue date: 2024-04-26
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.38
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -2.16
Time value: 0.15
Break-even: 75.48
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 0.46
Spread abs.: 0.10
Spread %: 185.71%
Delta: 0.19
Theta: -0.01
Omega: 6.81
Rho: 0.08
 

Quote data

Open: 0.055
High: 0.055
Low: 0.047
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.54%
1 Month
  -35.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.057
1M High / 1M Low: 0.073 0.037
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -