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JP Morgan Call 90 SYY 17.01.2025/  DE000JL20Q12  /

EUWAX
2024-08-01  10:43:47 AM Chg.-0.009 Bid7:14:25 PM Ask7:14:25 PM Underlying Strike price Expiration date Option type
0.071EUR -11.25% 0.063
Bid Size: 75,000		 0.083
Ask Size: 75,000		 SYSCO CORP. ... 90.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.58
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -1.92
Time value: 0.14
Break-even: 91.40
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.74
Spread abs.: 0.07
Spread %: 94.44%
Delta: 0.18
Theta: -0.01
Omega: 9.23
Rho: 0.05
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+115.15%
1 Month  
+144.83%
3 Months
  -58.24%
YTD
  -64.50%
1 Year
  -84.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.033
1M High / 1M Low: 0.080 0.020
6M High / 6M Low: 0.440 0.020
High (YTD): 2024-02-02 0.440
Low (YTD): 2024-07-02 0.020
52W High: 2023-08-02 0.470
52W Low: 2024-07-02 0.020
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.160
Avg. volume 6M:   0.000
Avg. price 1Y:   0.195
Avg. volume 1Y:   0.000
Volatility 1M:   497.28%
Volatility 6M:   289.01%
Volatility 1Y:   232.37%
Volatility 3Y:   -