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JP Morgan Put 60 TSN 17.01.2025/  DE000JL2CV10  /

EUWAX
2024-08-30  10:47:14 AM Chg.- Bid8:08:41 AM Ask8:08:41 AM Underlying Strike price Expiration date Option type
0.170EUR - 0.170
Bid Size: 5,000		 0.220
Ask Size: 5,000		 Tyson Foods 60.00 - 2025-01-17 Put
 

Master data

WKN: JL2CV1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -30.64
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.18
Implied volatility: 0.09
Historic volatility: 0.19
Parity: 0.18
Time value: 0.01
Break-even: 58.10
Moneyness: 1.03
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 18.75%
Delta: -0.60
Theta: 0.00
Omega: -18.41
Rho: -0.14
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -55.26%
3 Months
  -69.09%
YTD
  -80.90%
1 Year
  -83.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.420 0.150
6M High / 6M Low: 0.870 0.150
High (YTD): 2024-02-14 1.030
Low (YTD): 2024-08-29 0.150
52W High: 2023-10-25 1.520
52W Low: 2024-08-29 0.150
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   0.000
Avg. price 1Y:   0.788
Avg. volume 1Y:   0.000
Volatility 1M:   191.72%
Volatility 6M:   125.28%
Volatility 1Y:   103.64%
Volatility 3Y:   -