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JP Morgan Call 70 SYY 17.01.2025/  DE000JL30FC5  /

EUWAX
08/07/2024  09:19:32 Chg.-0.010 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.430EUR -2.27% -
Bid Size: -		 -
Ask Size: -		 SYSCO CORP. ... 70.00 - 17/01/2025 Call
 

Master data

WKN: JL30FC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 17/01/2025
Issue date: 25/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.71
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -0.56
Time value: 0.47
Break-even: 74.70
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.32
Spread abs.: 0.04
Spread %: 9.30%
Delta: 0.45
Theta: -0.02
Omega: 6.14
Rho: 0.13
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.31%
1 Month
  -30.65%
3 Months
  -58.65%
YTD
  -52.75%
1 Year
  -65.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.410
1M High / 1M Low: 0.730 0.410
6M High / 6M Low: 1.520 0.410
High (YTD): 02/02/2024 1.520
Low (YTD): 02/07/2024 0.410
52W High: 02/02/2024 1.520
52W Low: 02/07/2024 0.410
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.559
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   0.000
Avg. price 1Y:   0.962
Avg. volume 1Y:   0.000
Volatility 1M:   176.17%
Volatility 6M:   116.15%
Volatility 1Y:   100.31%
Volatility 3Y:   -