JP Morgan Put 40 TSN 17.01.2025
/ DE000JL2CUX7
JP Morgan Put 40 TSN 17.01.2025/ DE000JL2CUX7 /
| 2024-07-03 11:26:38 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
40.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL2CUX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-17 |
| Last trading day: |
2024-07-04 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-137.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
-1.62 |
| Time value: |
0.04 |
| Break-even: |
39.59 |
| Moneyness: |
0.71 |
| Premium: |
0.30 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
57.69% |
| Delta: |
-0.06 |
| Theta: |
0.00 |
| Omega: |
-8.34 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.027 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.34% |
| 3 Months |
|
|
-43.48% |
| YTD |
|
|
-85.56% |
| 1 Year |
|
|
-85.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.029 |
0.026 |
| 6M High / 6M Low: |
0.180 |
0.026 |
| High (YTD): |
2024-01-22 |
0.190 |
| Low (YTD): |
2024-07-03 |
0.026 |
| 52W High: |
2023-10-27 |
0.420 |
| 52W Low: |
2024-07-03 |
0.026 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.072 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.172 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
112.27% |
| Volatility 6M: |
|
138.23% |
| Volatility 1Y: |
|
114.26% |
| Volatility 3Y: |
|
- |
