OverviewChartNewsTraderScreen

JP Morgan Put 50 TSN 17.01.2025/  DE000JL2CUZ2  /

EUWAX
2024-07-26  10:50:06 AM Chg.-0.013 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.097EUR -11.82% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 50.00 - 2025-01-17 Put
 

Master data

WKN: JL2CUZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.14
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.62
Time value: 0.14
Break-even: 48.60
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.30
Spread abs.: 0.05
Spread %: 57.30%
Delta: -0.21
Theta: -0.01
Omega: -8.47
Rho: -0.06
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.30%
1 Month
  -35.33%
3 Months
  -39.38%
YTD
  -77.44%
1 Year
  -76.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.097
1M High / 1M Low: 0.150 0.088
6M High / 6M Low: 0.490 0.088
High (YTD): 2024-02-14 0.490
Low (YTD): 2024-07-18 0.088
52W High: 2023-10-25 0.870
52W Low: 2024-07-18 0.088
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.403
Avg. volume 1Y:   0.000
Volatility 1M:   150.96%
Volatility 6M:   136.81%
Volatility 1Y:   109.65%
Volatility 3Y:   -