JP Morgan Call 70 SYY 15.11.2024
/ DE000JT026F3
JP Morgan Call 70 SYY 15.11.2024/ DE000JT026F3 /
| 7/8/2024 9:36:59 AM |
Chg.- |
Bid9:13:40 AM |
Ask9:13:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
- |
0.350
Bid Size: 7,500 |
0.380
Ask Size: 7,500 |
Sysco Corp |
70.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JT026F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
5/31/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.02 |
| Time value: |
0.35 |
| Break-even: |
68.17 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
10.18 |
| Rho: |
0.11 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
-35.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.330 |
| 1M High / 1M Low: |
0.650 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
