JP Morgan Put 66 TSN 20.12.2024
/ DE000JT9F9S4
JP Morgan Put 66 TSN 20.12.2024/ DE000JT9F9S4 /
| 12/11/2024 10:20:25 |
Chg.+0.090 |
Bid21:36:09 |
Ask21:36:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+13.85% |
0.390
Bid Size: 100,000 |
0.400
Ask Size: 100,000 |
Tyson Foods |
66.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JT9F9S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
66.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
30/08/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
0.67 |
| Time value: |
0.03 |
| Break-even: |
54.86 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
-0.84 |
| Theta: |
-0.01 |
| Omega: |
-6.56 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.33% |
| 1 Month |
|
|
-2.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.580 |
| 1M High / 1M Low: |
0.790 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
