JP Morgan Call 75 SYY 16.01.2026
/ DE000JK62VL8
JP Morgan Call 75 SYY 16.01.2026/ DE000JK62VL8 /
| 02/08/2024 08:40:00 |
Chg.-0.06 |
Bid20:16:15 |
Ask20:16:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-5.71% |
1.05
Bid Size: 100,000 |
1.08
Ask Size: 100,000 |
Sysco Corp |
75.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK62VL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
16/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.08 |
| Time value: |
1.09 |
| Break-even: |
81.23 |
| Moneyness: |
1.01 |
| Premium: |
0.16 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
14.71% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
3.84 |
| Rho: |
0.48 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.73% |
| 1 Month |
|
|
+47.76% |
| 3 Months |
|
|
+2.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.82 |
| 1M High / 1M Low: |
1.06 |
0.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
