JP Morgan Call 72.5 SYY 16.08.2024
/ DE000JB9DN70
JP Morgan Call 72.5 SYY 16.08.202.../ DE000JB9DN70 /
| 15/08/2024 10:52:36 |
Chg.+0.060 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+21.43% |
-
Bid Size: - |
-
Ask Size: - |
Sysco Corp |
72.50 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB9DN7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.17 |
| Parity: |
0.32 |
| Time value: |
0.00 |
| Break-even: |
69.04 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.01 |
| Spread %: |
-3.03% |
| Delta: |
0.99 |
| Theta: |
-0.03 |
| Omega: |
21.32 |
| Rho: |
0.00 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+70.00% |
| 3 Months |
|
|
-32.00% |
| YTD |
|
|
-40.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.280 |
| 1M High / 1M Low: |
0.440 |
0.140 |
| 6M High / 6M Low: |
1.010 |
0.076 |
| High (YTD): |
02/02/2024 |
1.150 |
| Low (YTD): |
05/07/2024 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.506 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
595.33% |
| Volatility 6M: |
|
352.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
