JP Morgan Call 77.5 SYY 21.02.2025
/ DE000JT2UUH4
JP Morgan Call 77.5 SYY 21.02.202.../ DE000JT2UUH4 /
26/09/2024 10:29:43 |
Chg.+0.040 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+11.76% |
- Bid Size: - |
- Ask Size: - |
Sysco Corp |
77.50 USD |
21/02/2025 |
Call |
Master data
WKN: |
JT2UUH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Sysco Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.50 USD |
Maturity: |
21/02/2025 |
Issue date: |
27/06/2024 |
Last trading day: |
20/02/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.17 |
Parity: |
-0.07 |
Time value: |
0.36 |
Break-even: |
73.23 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
8.11% |
Delta: |
0.54 |
Theta: |
-0.01 |
Omega: |
10.32 |
Rho: |
0.14 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+46.15% |
1 Month |
|
|
-11.63% |
3 Months |
|
|
+35.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.260 |
1M High / 1M Low: |
0.540 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.322 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.423 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
189.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |