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JP Morgan Put 50 TSN 21.06.2024/  DE000JS841T7  /

EUWAX
2024-05-24  9:43:16 AM Chg.0.000 Bid8:52:30 PM Ask8:52:30 PM Underlying Strike price Expiration date Option type
0.008EUR 0.00% 0.009
Bid Size: 50,000		 0.024
Ask Size: 50,000		 Tyson Foods 50.00 - 2024-06-21 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: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -94.56
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.20
Parity: -0.58
Time value: 0.06
Break-even: 49.41
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 3.10
Spread abs.: 0.05
Spread %: 555.56%
Delta: -0.16
Theta: -0.03
Omega: -15.03
Rho: -0.01
 

Quote data

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

Performance

1 Week  
+14.29%
1 Month
  -71.43%
3 Months
  -95.56%
YTD
  -96.67%
1 Year
  -98.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.006
1M High / 1M Low: 0.028 0.006
6M High / 6M Low: 0.520 0.006
High (YTD): 2024-01-22 0.260
Low (YTD): 2024-05-21 0.006
52W High: 2023-10-25 0.740
52W Low: 2024-05-21 0.006
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   0.320
Avg. volume 1Y:   0.000
Volatility 1M:   298.90%
Volatility 6M:   205.50%
Volatility 1Y:   158.38%
Volatility 3Y:   -