JP Morgan Put 72.5 SYY 21.02.2025
/ DE000JT2SJL3
JP Morgan Put 72.5 SYY 21.02.2025/ DE000JT2SJL3 /
| 1/15/2025 10:45:35 AM |
Chg.0.000 |
Bid2:43:27 PM |
Ask2:43:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
0.00% |
0.150
Bid Size: 5,000 |
0.170
Ask Size: 5,000 |
Sysco Corp |
72.50 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JT2SJL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.50 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
6/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.14 |
| Time value: |
0.18 |
| Break-even: |
68.54 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
-0.38 |
| Theta: |
-0.03 |
| Omega: |
-15.26 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+97.53% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.140 |
| 1M High / 1M Low: |
0.190 |
0.074 |
| 6M High / 6M Low: |
0.470 |
0.060 |
| High (YTD): |
1/13/2025 |
0.190 |
| Low (YTD): |
1/2/2025 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.222 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.35% |
| Volatility 6M: |
|
206.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
