JP Morgan Call 70 SYY 16.01.2026/  DE000JT0QVB7  /

EUWAX
02/08/2024  09:27:43 Chg.-0.06 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.26EUR -4.55% -
Bid Size: -
-
Ask Size: -
Sysco Corp 70.00 USD 16/01/2026 Call
 

Master data

WKN: JT0QVB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Sysco Corp
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 16/01/2026
Issue date: 31/05/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.18
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.61
Implied volatility: 0.25
Historic volatility: 0.17
Parity: 0.61
Time value: 0.74
Break-even: 77.72
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.14
Spread %: 11.28%
Delta: 0.73
Theta: -0.01
Omega: 3.80
Rho: 0.55
 

Quote data

Open: 1.26
High: 1.26
Low: 1.26
Previous Close: 1.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+40.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.32 1.08
1M High / 1M Low: 1.32 0.87
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.06
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -