JP Morgan Put 55 TSN 20.09.2024
/ DE000JK0HE10
JP Morgan Put 55 TSN 20.09.2024/ DE000JK0HE10 /
03/09/2024 13:59:29 |
Chg.0.000 |
Bid17:21:59 |
Ask17:21:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.005EUR |
0.00% |
0.004 Bid Size: 75,000 |
0.019 Ask Size: 75,000 |
Tyson Foods |
55.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
JK0HE1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
29/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-61.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.81 |
Historic volatility: |
0.19 |
Parity: |
-0.84 |
Time value: |
0.09 |
Break-even: |
48.76 |
Moneyness: |
0.86 |
Premium: |
0.16 |
Premium p.a.: |
23.63 |
Spread abs.: |
0.09 |
Spread %: |
2,250.00% |
Delta: |
-0.16 |
Theta: |
-0.07 |
Omega: |
-9.97 |
Rho: |
0.00 |
Quote data
Open: |
0.005 |
High: |
0.005 |
Low: |
0.005 |
Previous Close: |
0.005 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-93.90% |
3 Months |
|
|
-97.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.008 |
0.004 |
1M High / 1M Low: |
0.045 |
0.004 |
6M High / 6M Low: |
0.490 |
0.004 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.019 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.171 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
398.82% |
Volatility 6M: |
|
250.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |