OverviewChartNewsTraderScreen

JP Morgan Put 55 TSN 17.01.2025/  DE000JL2CV02  /

EUWAX
2024-08-30  10:47:14 AM Chg.+0.012 Bid9:58:55 PM Ask9:58:55 PM Underlying Strike price Expiration date Option type
0.081EUR +17.39% 0.077
Bid Size: 5,000		 0.110
Ask Size: 5,000		 Tyson Foods 55.00 - 2025-01-17 Put
 

Master data

WKN: JL2CV0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -52.92
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.19
Parity: -0.32
Time value: 0.11
Break-even: 53.90
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 42.86%
Delta: -0.25
Theta: -0.01
Omega: -13.45
Rho: -0.06
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.71%
1 Month
  -59.50%
3 Months
  -74.69%
YTD
  -87.14%
1 Year
  -89.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.069
1M High / 1M Low: 0.240 0.069
6M High / 6M Low: 0.600 0.069
High (YTD): 2024-02-14 0.730
Low (YTD): 2024-08-29 0.069
52W High: 2023-10-25 1.170
52W Low: 2024-08-29 0.069
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.128
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   0.544
Avg. volume 1Y:   0.000
Volatility 1M:   235.73%
Volatility 6M:   146.04%
Volatility 1Y:   118.40%
Volatility 3Y:   -