JP Morgan Call 85 SYY 17.01.2025
/ DE000JL20Q04
JP Morgan Call 85 SYY 17.01.2025/ DE000JL20Q04 /
7/16/2024 10:54:20 AM |
Chg.-0.008 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.069EUR |
-10.39% |
- Bid Size: - |
- Ask Size: - |
SYSCO CORP. ... |
85.00 - |
1/17/2025 |
Call |
Master data
WKN: |
JL20Q0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SYSCO CORP. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
1/17/2025 |
Issue date: |
4/17/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.17 |
Parity: |
-1.91 |
Time value: |
0.14 |
Break-even: |
86.40 |
Moneyness: |
0.78 |
Premium: |
0.31 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.07 |
Spread %: |
102.90% |
Delta: |
0.19 |
Theta: |
-0.01 |
Omega: |
8.71 |
Rho: |
0.05 |
Quote data
Open: |
0.069 |
High: |
0.069 |
Low: |
0.069 |
Previous Close: |
0.077 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
+11.29% |
3 Months |
|
|
-76.21% |
YTD |
|
|
-77.74% |
1 Year |
|
|
-86.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.084 |
0.046 |
1M High / 1M Low: |
0.110 |
0.043 |
6M High / 6M Low: |
0.650 |
0.043 |
High (YTD): |
2/2/2024 |
0.650 |
Low (YTD): |
7/2/2024 |
0.043 |
52W High: |
2/2/2024 |
0.650 |
52W Low: |
7/2/2024 |
0.043 |
Avg. price 1W: |
|
0.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.070 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.293 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.324 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
369.25% |
Volatility 6M: |
|
212.83% |
Volatility 1Y: |
|
170.14% |
Volatility 3Y: |
|
- |