JP Morgan Put 60 TSN 20.06.2025
/ DE000JK8UY94
JP Morgan Put 60 TSN 20.06.2025/ DE000JK8UY94 /
| 08/11/2024 17:57:35 |
Chg.-0.010 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-2.04% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
60.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
26/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.04 |
| Time value: |
0.44 |
| Break-even: |
51.22 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-5.06 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.480 |
| 1M High / 1M Low: |
0.540 |
0.430 |
| 6M High / 6M Low: |
0.810 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.495 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.484 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.520 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.04% |
| Volatility 6M: |
|
105.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
