JP Morgan Call 70 TSN 21.06.2024/  DE000JS9FFT7  /

EUWAX
2024-05-28  10:51:09 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
Tyson Foods 70.00 - 2024-06-21 Call
 

Master data

WKN: JS9FFT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 251.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.20
Parity: -1.72
Time value: 0.02
Break-even: 70.21
Moneyness: 0.75
Premium: 0.33
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 2,000.00%
Delta: 0.06
Theta: -0.03
Omega: 14.66
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
  -50.00%
1 Month
  -96.43%
3 Months
  -95.24%
YTD
  -98.08%
1 Year
  -99.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.033 0.001
6M High / 6M Low: 0.064 0.001
High (YTD): 2024-01-02 0.064
Low (YTD): 2024-05-28 0.001
52W High: 2023-08-04 0.190
52W Low: 2024-05-28 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   0.059
Avg. volume 1Y:   0.000
Volatility 1M:   782.60%
Volatility 6M:   391.24%
Volatility 1Y:   302.98%
Volatility 3Y:   -