JP Morgan Call 82.5 SYY 15.11.2024
/ DE000JK4L8H5
JP Morgan Call 82.5 SYY 15.11.202.../ DE000JK4L8H5 /
| 02/08/2024 08:41:48 |
Chg.-0.030 |
Bid12:35:08 |
Ask12:35:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-21.43% |
0.120
Bid Size: 5,000 |
0.150
Ask Size: 5,000 |
Sysco Corp |
82.50 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK4L8H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 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: |
41.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.62 |
| Time value: |
0.17 |
| Break-even: |
78.19 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.04 |
| Spread %: |
30.77% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
12.75 |
| Rho: |
0.06 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.93% |
| 1 Month |
|
|
+233.33% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.071 |
| 1M High / 1M Low: |
0.160 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.109 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
