JP Morgan Put 50 TSN 18.10.2024/  DE000JK32CB2  /

EUWAX
2024-07-26  10:36:54 AM Chg.-0.005 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.039EUR -11.36% -
Bid Size: -
-
Ask Size: -
Tyson Foods 50.00 USD 2024-10-18 Put
 

Master data

WKN: JK32CB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 2024-10-18
Issue date: 2024-02-29
Last trading day: 2024-10-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -72.99
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -1.01
Time value: 0.08
Break-even: 45.29
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 1.18
Spread abs.: 0.04
Spread %: 108.11%
Delta: -0.13
Theta: -0.01
Omega: -9.25
Rho: -0.02
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.044
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.88%
1 Month
  -48.68%
3 Months
  -58.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.039
1M High / 1M Low: 0.078 0.038
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -