JP Morgan Call 80 SYY 15.11.2024
/ DE000JK4L8G7
JP Morgan Call 80 SYY 15.11.2024/ DE000JK4L8G7 /
| 02/08/2024 08:41:48 |
Chg.-0.040 |
Bid13:01:21 |
Ask13:01:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-18.18% |
0.190
Bid Size: 5,000 |
0.220
Ask Size: 5,000 |
Sysco Corp |
80.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK4L8G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.39 |
| Time value: |
0.22 |
| Break-even: |
76.39 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
20.00% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
12.24 |
| Rho: |
0.07 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.64% |
| 1 Month |
|
|
+215.79% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.110 |
| 1M High / 1M Low: |
0.230 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
