JP Morgan Put 54 TSN 16.01.2026
/ DE000JT96220
JP Morgan Put 54 TSN 16.01.2026/ DE000JT96220 /
2024-11-07 9:48:01 AM |
Chg.+0.030 |
Bid5:02:07 PM |
Ask5:02:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+7.14% |
0.450 Bid Size: 125,000 |
0.470 Ask Size: 125,000 |
Tyson Foods |
54.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
JT9622 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
54.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-08-29 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.20 |
Parity: |
-0.48 |
Time value: |
0.51 |
Break-even: |
45.22 |
Moneyness: |
0.91 |
Premium: |
0.18 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.06 |
Spread %: |
13.33% |
Delta: |
-0.30 |
Theta: |
-0.01 |
Omega: |
-3.25 |
Rho: |
-0.26 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.17% |
1 Month |
|
|
-4.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.420 |
1M High / 1M Low: |
0.490 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.460 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.455 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |