JP Morgan Put 54 TSN 16.01.2026/  DE000JT96220  /

EUWAX
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:   -