JP Morgan Put 72.5 SYY 16.08.2024
/ DE000JB8PKD1
JP Morgan Put 72.5 SYY 16.08.2024/ DE000JB8PKD1 /
| 7/9/2024 1:53:37 PM |
Chg.+0.010 |
Bid4:26:19 PM |
Ask4:26:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+3.23% |
0.320
Bid Size: 100,000 |
0.330
Ask Size: 100,000 |
Sysco Corp |
72.50 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JB8PKD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.50 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.26 |
| Time value: |
0.09 |
| Break-even: |
63.44 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
9.38% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-12.10 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
+68.42% |
| YTD |
|
|
-27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.310 |
| 1M High / 1M Low: |
0.370 |
0.140 |
| 6M High / 6M Low: |
0.370 |
0.096 |
| High (YTD): |
1/2/2024 |
0.440 |
| Low (YTD): |
3/28/2024 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.203 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.82% |
| Volatility 6M: |
|
246.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
