JP Morgan Put 45 TSN 16.01.2026/  DE000JK6KJT3  /

EUWAX
2024-07-29  8:57:21 AM Chg.-0.010 Bid9:41:50 AM Ask9:41:50 AM Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.230
Bid Size: 5,000
0.330
Ask Size: 5,000
Tyson Foods 45.00 USD 2026-01-16 Put
 

Master data

WKN: JK6KJT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-04
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.57
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.20
Parity: -1.48
Time value: 0.32
Break-even: 38.26
Moneyness: 0.74
Premium: 0.32
Premium p.a.: 0.21
Spread abs.: 0.10
Spread %: 45.45%
Delta: -0.17
Theta: -0.01
Omega: -2.94
Rho: -0.18
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -18.52%
3 Months
  -26.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.230
1M High / 1M Low: 0.280 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -