JP Morgan Call 82.5 SYY 21.02.2025
/ DE000JT2UUK8
JP Morgan Call 82.5 SYY 21.02.202.../ DE000JT2UUK8 /
| 8/15/2024 10:31:22 AM |
Chg.- |
Bid9:32:06 AM |
Ask9:32:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
0.210
Bid Size: 5,000 |
0.250
Ask Size: 5,000 |
Sysco Corp |
82.50 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JT2UUK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
6/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.61 |
| Time value: |
0.25 |
| Break-even: |
77.69 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
19.05% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
10.09 |
| Rho: |
0.12 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.220 |
| 1M High / 1M Low: |
0.300 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
