JP Morgan Put 55 TSN/ DE000JS841Q3 /
2024-06-20 9:59:20 AM | Chg.- | Bid10:00:37 PM | Ask10:00:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.023EUR | - | - Bid Size: - |
- Ask Size: - |
Tyson Foods | 55.00 - | 2024-06-21 | Put |
Master data
WKN: | JS841Q |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | Tyson Foods |
Type: | Warrant |
Option type: | Put |
Strike price: | 55.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-03-10 |
Last trading day: | 2024-06-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -85.54 |
Leverage: | Yes |
Calculated values
Fair value: | 0.37 |
---|---|
Intrinsic value: | 0.37 |
Implied volatility: | - |
Historic volatility: | 0.20 |
Parity: | 0.37 |
Time value: | -0.31 |
Break-even: | 54.40 |
Moneyness: | 1.07 |
Premium: | -0.06 |
Premium p.a.: | -1.00 |
Spread abs.: | 0.03 |
Spread %: | 100.00% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 0.023 |
---|---|
High: | 0.023 |
Low: | 0.023 |
Previous Close: | 0.033 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -83.57% | ||
---|---|---|---|
1 Month | +76.92% | ||
3 Months | -85.63% | ||
YTD | -94.65% | ||
1 Year | -96.81% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.140 | 0.023 |
---|---|---|
1M High / 1M Low: | 0.140 | 0.011 |
6M High / 6M Low: | 0.570 | 0.011 |
High (YTD): | 2024-02-14 | 0.500 |
Low (YTD): | 2024-05-22 | 0.011 |
52W High: | 2023-10-25 | 1.070 |
52W Low: | 2024-05-22 | 0.011 |
Avg. price 1W: | 0.066 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.043 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.222 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.464 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 766.34% | |
Volatility 6M: | 366.56% | |
Volatility 1Y: | 265.61% | |
Volatility 3Y: | - |