JP Morgan Call 85 TSN 20.06.2025
/ DE000JK8UYE9
JP Morgan Call 85 TSN 20.06.2025/ DE000JK8UYE9 /
| 30/08/2024 11:58:24 |
Chg.-0.011 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-12.79% |
0.068
Bid Size: 5,000 |
0.140
Ask Size: 5,000 |
Tyson Foods |
85.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JK8UYE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 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: |
45.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.87 |
| Time value: |
0.13 |
| Break-even: |
78.21 |
| Moneyness: |
0.76 |
| Premium: |
0.34 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.07 |
| Spread %: |
105.88% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
8.40 |
| Rho: |
0.08 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.086 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.95% |
| 1 Month |
|
|
+11.94% |
| 3 Months |
|
|
+11.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.061 |
| 1M High / 1M Low: |
0.097 |
0.047 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
