JP Morgan Call 75 SYY 16.08.2024
/ DE000JB8PKE9
JP Morgan Call 75 SYY 16.08.2024/ DE000JB8PKE9 /
| 8/2/2024 11:48:08 AM |
Chg.-0.050 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-22.73% |
-
Bid Size: - |
-
Ask Size: - |
Sysco Corp |
75.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB8PKE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.16 |
| Time value: |
0.10 |
| Break-even: |
71.30 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
0.67 |
| Theta: |
-0.06 |
| Omega: |
18.36 |
| Rho: |
0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.85% |
| 1 Month |
|
|
+286.36% |
| 3 Months |
|
|
-43.33% |
| YTD |
|
|
-63.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.110 |
| 1M High / 1M Low: |
0.220 |
0.033 |
| 6M High / 6M Low: |
0.880 |
0.033 |
| High (YTD): |
2/2/2024 |
0.970 |
| Low (YTD): |
7/10/2024 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
606.30% |
| Volatility 6M: |
|
347.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
