JP Morgan Call 77.5 SYY 17.01.2025
/ DE000JK8KGQ1
JP Morgan Call 77.5 SYY 17.01.202.../ DE000JK8KGQ1 /
| 8/2/2024 9:20:08 AM |
Chg.-0.060 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-14.63% |
-
Bid Size: - |
-
Ask Size: - |
Sysco Corp |
77.50 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JK8KGQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/8/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-0.07 |
| Time value: |
0.46 |
| Break-even: |
75.61 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
11.11% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
8.39 |
| Rho: |
0.15 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
+118.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.270 |
| 1M High / 1M Low: |
0.420 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
