JP Morgan Call 72.5 SYY 16.05.2025
/ DE000JV3WR10
JP Morgan Call 72.5 SYY 16.05.202.../ DE000JV3WR10 /
| 2024-11-15 8:38:56 AM |
Chg.-0.130 |
Bid9:02:47 PM |
Ask9:02:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-18.06% |
0.620
Bid Size: 100,000 |
0.630
Ask Size: 100,000 |
Sysco Corp |
72.50 USD |
2025-05-16 |
Call |
Master data
| WKN: |
JV3WR1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 USD |
| Maturity: |
2025-05-16 |
| Issue date: |
2024-10-15 |
| Last trading day: |
2025-05-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.23 |
| Time value: |
0.42 |
| Break-even: |
75.35 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
6.56% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
7.08 |
| Rho: |
0.20 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.18% |
| 1 Month |
|
|
-14.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.720 |
| 1M High / 1M Low: |
0.800 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
