JP Morgan Put 72.5 SYY 15.11.2024
/ DE000JK4K8C7
JP Morgan Put 72.5 SYY 15.11.2024/ DE000JK4K8C7 /
| 9/6/2024 8:58:41 AM |
Chg.-0.004 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
-4.60% |
-
Bid Size: - |
-
Ask Size: - |
Sysco Corp |
72.50 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK4K8C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.50 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-59.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
-0.55 |
| Time value: |
0.12 |
| Break-even: |
64.20 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.03 |
| Spread %: |
34.83% |
| Delta: |
-0.22 |
| Theta: |
-0.02 |
| Omega: |
-13.14 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.083 |
| High: |
0.083 |
| Low: |
0.083 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.00% |
| 1 Month |
|
|
-65.42% |
| 3 Months |
|
|
-74.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.098 |
0.083 |
| 1M High / 1M Low: |
0.240 |
0.083 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
