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JP Morgan Call 70 SYY 17.01.2025/  DE000JL30FC5  /

EUWAX
9/9/2024  9:26:59 AM Chg.+0.020 Bid7:44:32 PM Ask7:44:32 PM Underlying Strike price Expiration date Option type
0.960EUR +2.13% 0.940
Bid Size: 75,000		 0.950
Ask Size: 75,000		 SYSCO CORP. ... 70.00 - 1/17/2025 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: 1/17/2025
Issue date: 5/25/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.31
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.09
Implied volatility: 0.53
Historic volatility: 0.17
Parity: 0.09
Time value: 0.88
Break-even: 79.70
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 3.19%
Delta: 0.59
Theta: -0.04
Omega: 4.34
Rho: 0.12
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month  
+20.00%
3 Months  
+54.84%
YTD  
+5.49%
1 Year  
+5.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.870
1M High / 1M Low: 0.950 0.760
6M High / 6M Low: 1.380 0.410
High (YTD): 2/2/2024 1.520
Low (YTD): 7/2/2024 0.410
52W High: 2/2/2024 1.520
52W Low: 7/2/2024 0.410
Avg. price 1W:   0.912
Avg. volume 1W:   0.000
Avg. price 1M:   0.832
Avg. volume 1M:   0.000
Avg. price 6M:   0.829
Avg. volume 6M:   0.000
Avg. price 1Y:   0.899
Avg. volume 1Y:   0.000
Volatility 1M:   63.61%
Volatility 6M:   132.73%
Volatility 1Y:   113.12%
Volatility 3Y:   -