JP Morgan Call 82.5 SYY 17.01.2025
/ DE000JK8KGP3
JP Morgan Call 82.5 SYY 17.01.202.../ DE000JK8KGP3 /
| 18/10/2024 09:43:16 |
Chg.-0.012 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
-12.00% |
-
Bid Size: - |
-
Ask Size: - |
Sysco Corp |
82.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JK8KGP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
62.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-0.66 |
| Time value: |
0.11 |
| Break-even: |
77.29 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.03 |
| Spread %: |
34.83% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
15.72 |
| Rho: |
0.04 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.088 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.34% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
-41.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.060 |
| 1M High / 1M Low: |
0.170 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
