JP Morgan Put 67.5 SYY 17.01.2025
/ DE000JK8KGM0
JP Morgan Put 67.5 SYY 17.01.2025/ DE000JK8KGM0 /
| 11/14/2024 9:35:07 AM |
Chg.-0.001 |
Bid5:25:16 PM |
Ask5:25:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-3.33% |
0.032
Bid Size: 75,000 |
0.042
Ask Size: 75,000 |
Sysco Corp |
67.50 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JK8KGM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
67.50 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/8/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-109.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
-0.87 |
| Time value: |
0.07 |
| Break-even: |
63.22 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.04 |
| Spread %: |
133.33% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-14.71 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.029 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-75.83% |
| 3 Months |
|
|
-79.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.023 |
| 1M High / 1M Low: |
0.120 |
0.023 |
| 6M High / 6M Low: |
0.290 |
0.023 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.84% |
| Volatility 6M: |
|
217.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
