JP Morgan Put 45 TSN/ DE000JS9FFY7 /
19/06/2024 09:58:58 | Chg.- | Bid22:00:37 | Ask22:00:37 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.001EUR | - | - Bid Size: - |
- Ask Size: - |
Tyson Foods | 45.00 - | 21/06/2024 | Put |
Master data
WKN: | JS9FFY |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | Tyson Foods |
Type: | Warrant |
Option type: | Put |
Strike price: | 45.00 - |
Maturity: | 21/06/2024 |
Issue date: | 10/03/2023 |
Last trading day: | 20/06/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -102.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 2.47 |
Historic volatility: | 0.20 |
Parity: | -0.63 |
Time value: | 0.05 |
Break-even: | 44.50 |
Moneyness: | 0.88 |
Premium: | 0.13 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.05 |
Spread %: | 4,900.00% |
Delta: | -0.14 |
Theta: | -0.74 |
Omega: | -14.32 |
Rho: | 0.00 |
Quote data
Open: | 0.001 |
---|---|
High: | 0.001 |
Low: | 0.001 |
Previous Close: | 0.001 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -85.71% | ||
---|---|---|---|
1 Month | -80.00% | ||
3 Months | -95.83% | ||
YTD | -99.17% | ||
1 Year | -99.68% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.007 | 0.001 |
---|---|---|
1M High / 1M Low: | 0.014 | 0.001 |
6M High / 6M Low: | 0.170 | 0.001 |
High (YTD): | 22/01/2024 | 0.120 |
Low (YTD): | 19/06/2024 | 0.001 |
52W High: | 25/10/2023 | 0.470 |
52W Low: | 19/06/2024 | 0.001 |
Avg. price 1W: | 0.003 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.007 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.047 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.161 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 656.71% | |
Volatility 6M: | 335.22% | |
Volatility 1Y: | 247.26% | |
Volatility 3Y: | - |