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JP Morgan Call 90 SYY 17.01.2025/  DE000JL20Q12  /

EUWAX
9/9/2024  10:48:26 AM Chg.+0.005 Bid10:53:21 AM Ask10:53:21 AM Underlying Strike price Expiration date Option type
0.068EUR +7.94% 0.068
Bid Size: 5,000		 0.110
Ask Size: 5,000		 SYSCO CORP. ... 90.00 - 1/17/2025 Call
 

Master data

WKN: JL20Q1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 1/17/2025
Issue date: 4/17/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -1.91
Time value: 0.11
Break-even: 91.10
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 1.02
Spread abs.: 0.04
Spread %: 66.67%
Delta: 0.16
Theta: -0.01
Omega: 10.18
Rho: 0.04
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.063
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.30%
1 Month  
+1.49%
3 Months  
+44.68%
YTD
  -66.00%
1 Year
  -72.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.050
1M High / 1M Low: 0.067 0.037
6M High / 6M Low: 0.300 0.020
High (YTD): 2/2/2024 0.440
Low (YTD): 7/2/2024 0.020
52W High: 2/2/2024 0.440
52W Low: 7/2/2024 0.020
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   0.167
Avg. volume 1Y:   0.000
Volatility 1M:   222.06%
Volatility 6M:   300.60%
Volatility 1Y:   240.50%
Volatility 3Y:   -