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JP Morgan Put 45 TSN 17.01.2025/  DE000JL2CUY5  /

EUWAX
26/07/2024  10:50:06 Chg.-0.002 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.047EUR -4.08% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 45.00 - 17/01/2025 Put
 

Master data

WKN: JL2CUY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 17/01/2025
Issue date: 17/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -51.09
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.20
Parity: -1.12
Time value: 0.11
Break-even: 43.90
Moneyness: 0.80
Premium: 0.22
Premium p.a.: 0.51
Spread abs.: 0.06
Spread %: 134.04%
Delta: -0.14
Theta: -0.01
Omega: -7.07
Rho: -0.04
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.049
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.44%
1 Month
  -27.69%
3 Months
  -45.98%
YTD
  -83.21%
1 Year
  -83.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.047
1M High / 1M Low: 0.070 0.043
6M High / 6M Low: 0.310 0.043
High (YTD): 14/02/2024 0.310
Low (YTD): 18/07/2024 0.043
52W High: 25/10/2023 0.620
52W Low: 18/07/2024 0.043
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   0.261
Avg. volume 1Y:   0.000
Volatility 1M:   135.63%
Volatility 6M:   144.39%
Volatility 1Y:   116.05%
Volatility 3Y:   -