JP Morgan Put 77.5 SYY/ DE000JK4L8K9 /
| 14/11/2024 08:48:52 | Chg.- | Bid22:00:33 | Ask22:00:33 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.092EUR | - | - Bid Size: - |
- Ask Size: - |
Sysco Corp | 77.50 USD | 15/11/2024 | Put |
Master data
| WKN: | JK4L8K |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | Sysco Corp |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 77.50 USD |
| Maturity: | 15/11/2024 |
| Issue date: | 19/03/2024 |
| Last trading day: | 14/11/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -55.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.17 |
| Parity: | 0.08 |
| Time value: | 0.05 |
| Break-even: | 72.05 |
| Moneyness: | 1.01 |
| Premium: | 0.01 |
| Premium p.a.: | 11.57 |
| Spread abs.: | 0.03 |
| Spread %: | 32.65% |
| Delta: | -0.64 |
| Theta: | -0.39 |
| Omega: | -35.68 |
| Rho: | 0.00 |
Quote data
| Open: | 0.092 |
|---|---|
| High: | 0.092 |
| Low: | 0.092 |
| Previous Close: | 0.074 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.12% | ||
|---|---|---|---|
| 1 Month | -70.32% | ||
| 3 Months | -72.94% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.098 | 0.041 |
|---|---|---|
| 1M High / 1M Low: | 0.360 | 0.041 |
| 6M High / 6M Low: | 0.790 | 0.041 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.073 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.241 | |
| Avg. volume 1M: | 217.391 | |
| Avg. price 6M: | 0.419 | |
| Avg. volume 6M: | 37.879 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 407.91% | |
| Volatility 6M: | 248.99% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
