OverviewChartNewsTraderScreen

JP Morgan Put 50 TSN 17.01.2025/  DE000JL2CUZ2  /

EUWAX
2024-10-04  11:14:17 AM Chg.+0.011 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.073EUR +17.74% -
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: -55.57
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.33
Time value: 0.10
Break-even: 49.04
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 45.45%
Delta: -0.24
Theta: -0.01
Omega: -13.58
Rho: -0.04
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.19%
1 Month  
+78.05%
3 Months
  -47.86%
YTD
  -83.02%
1 Year
  -90.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.055
1M High / 1M Low: 0.073 0.036
6M High / 6M Low: 0.220 0.034
High (YTD): 2024-02-14 0.490
Low (YTD): 2024-08-29 0.034
52W High: 2023-10-25 0.870
52W Low: 2024-08-29 0.034
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   0.311
Avg. volume 1Y:   0.000
Volatility 1M:   243.14%
Volatility 6M:   177.99%
Volatility 1Y:   140.75%
Volatility 3Y:   -