JP Morgan Put 55 TSN 18.10.2024
/ DE000JK49YU0
JP Morgan Put 55 TSN 18.10.2024/ DE000JK49YU0 /
| 8/30/2024 12:58:02 PM |
Chg.+0.002 |
Bid9:56:28 PM |
Ask9:56:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
+18.18% |
0.016
Bid Size: 5,000 |
0.046
Ask Size: 5,000 |
Tyson Foods |
55.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK49YU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-139.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
-0.84 |
| Time value: |
0.04 |
| Break-even: |
49.37 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.03 |
| Spread %: |
187.50% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-14.59 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.013 |
| High: |
0.013 |
| Low: |
0.013 |
| Previous Close: |
0.011 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.48% |
| 1 Month |
|
|
-86.60% |
| 3 Months |
|
|
-93.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.011 |
| 1M High / 1M Low: |
0.110 |
0.011 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
