JP Morgan Put 60 TSN 16.01.2026
/ DE000JK64QU5
JP Morgan Put 60 TSN 16.01.2026/ DE000JK64QU5 /
| 2024-07-26 10:54:12 AM |
Chg.- |
Bid8:43:40 AM |
Ask8:43:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
0.700
Bid Size: 7,500 |
0.800
Ask Size: 7,500 |
Tyson Foods |
60.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
JK64QU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
-0.09 |
| Time value: |
0.80 |
| Break-even: |
47.29 |
| Moneyness: |
0.98 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
14.29% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-2.47 |
| Rho: |
-0.41 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.720 |
| 1M High / 1M Low: |
0.860 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.784 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
