JP Morgan Put 55 TSN 16.01.2026
/ DE000JK6KJW7
JP Morgan Put 55 TSN 16.01.2026/ DE000JK6KJW7 /
29/08/2024 09:00:07 |
Chg.-0.040 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-10.00% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
55.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
JK6KJW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
04/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.19 |
Parity: |
-0.96 |
Time value: |
0.45 |
Break-even: |
44.94 |
Moneyness: |
0.84 |
Premium: |
0.24 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.08 |
Spread %: |
21.62% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-3.04 |
Rho: |
-0.25 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.20% |
1 Month |
|
|
-28.00% |
3 Months |
|
|
-42.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.390 |
1M High / 1M Low: |
0.590 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.470 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |