JP Morgan Put 60 TSN 20.06.2025/  DE000JK8UY94  /

EUWAX
2024-07-26  12:24:55 PM Chg.-0.040 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.510EUR -7.27% -
Bid Size: -
-
Ask Size: -
Tyson Foods 60.00 USD 2025-06-20 Put
 

Master data

WKN: JK8UY9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2025-06-20
Issue date: 2024-04-26
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.58
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -0.03
Time value: 0.58
Break-even: 49.49
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 11.54%
Delta: -0.39
Theta: -0.01
Omega: -3.75
Rho: -0.25
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.00%
1 Month
  -13.56%
3 Months
  -20.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.500
1M High / 1M Low: 0.680 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.599
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -