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JP Morgan Put 50 TSN 21.06.2024/  DE000JS841T7  /

EUWAX
14/06/2024  09:56:41 Chg.+0.005 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.011EUR +83.33% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 50.00 - 21/06/2024 Put
 

Master data

WKN: JS841T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 21/06/2024
Issue date: 10/03/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -107.27
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.04
Time value: 0.05
Break-even: 49.53
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 1.89
Spread abs.: 0.04
Spread %: 571.43%
Delta: -0.39
Theta: -0.05
Omega: -41.70
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month  
+37.50%
3 Months
  -88.30%
YTD
  -95.42%
1 Year
  -97.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.004
1M High / 1M Low: 0.015 0.004
6M High / 6M Low: 0.330 0.004
High (YTD): 22/01/2024 0.260
Low (YTD): 11/06/2024 0.004
52W High: 25/10/2023 0.740
52W Low: 11/06/2024 0.004
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.287
Avg. volume 1Y:   0.000
Volatility 1M:   478.10%
Volatility 6M:   274.00%
Volatility 1Y:   204.88%
Volatility 3Y:   -