JP Morgan Call 72.5 SYY 17.01.2025
/ DE000JT1GZ57
JP Morgan Call 72.5 SYY 17.01.202.../ DE000JT1GZ57 /
06/09/2024 11:50:13 |
Chg.- |
Bid11:04:10 |
Ask11:04:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
- |
0.780 Bid Size: 5,000 |
0.810 Ask Size: 5,000 |
Sysco Corp |
72.50 USD |
17/01/2025 |
Call |
Master data
WKN: |
JT1GZ5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Sysco Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 USD |
Maturity: |
17/01/2025 |
Issue date: |
24/05/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
0.55 |
Time value: |
0.24 |
Break-even: |
73.29 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
3.95% |
Delta: |
0.76 |
Theta: |
-0.02 |
Omega: |
6.82 |
Rho: |
0.16 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.45% |
1 Month |
|
|
+18.46% |
3 Months |
|
|
+60.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.690 |
1M High / 1M Low: |
0.770 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.726 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.661 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |