JP Morgan Put 60 TSN 18.10.2024
/ DE000JK6SG35
JP Morgan Put 60 TSN 18.10.2024/ DE000JK6SG35 /
| 07/10/2024 11:15:34 |
Chg.-0.030 |
Bid07/10/2024 |
Ask07/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-15.00% |
0.170
Bid Size: 7,500 |
0.190
Ask Size: 7,500 |
Tyson Foods |
60.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JK6SG3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
0.13 |
| Time value: |
0.06 |
| Break-even: |
52.79 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
11.76% |
| Delta: |
-0.66 |
| Theta: |
-0.04 |
| Omega: |
-18.51 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.67% |
| 1 Month |
|
|
+295.35% |
| 3 Months |
|
|
-60.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.120 |
| 1M High / 1M Low: |
0.220 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
711.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
