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JP Morgan Put 45 TSN 21.06.2024/  DE000JS9FFY7  /

EUWAX
2024-05-24  9:45:05 AM Chg.-0.001 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
0.007EUR -12.50% 0.007
Bid Size: 2,000		 0.067
Ask Size: 2,000		 Tyson Foods 45.00 - 2024-06-21 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: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -83.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.20
Parity: -1.08
Time value: 0.07
Break-even: 44.33
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 10.42
Spread abs.: 0.06
Spread %: 857.14%
Delta: -0.11
Theta: -0.04
Omega: -9.54
Rho: -0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -41.67%
3 Months
  -90.54%
YTD
  -94.17%
1 Year
  -98.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.005
1M High / 1M Low: 0.012 0.005
6M High / 6M Low: 0.290 0.005
High (YTD): 2024-01-22 0.120
Low (YTD): 2024-05-21 0.005
52W High: 2023-10-25 0.470
52W Low: 2024-05-21 0.005
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   0.188
Avg. volume 1Y:   0.000
Volatility 1M:   383.98%
Volatility 6M:   232.75%
Volatility 1Y:   177.44%
Volatility 3Y:   -