JP Morgan Put 77.5 SYY 15.11.2024
/ DE000JK4L8K9
JP Morgan Put 77.5 SYY 15.11.2024/ DE000JK4L8K9 /
| 10/11/2024 12:54:22 PM |
Chg.+0.050 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
Sysco Corp |
77.50 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.34 |
| Time value: |
0.05 |
| Break-even: |
67.04 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
-0.74 |
| Theta: |
-0.02 |
| Omega: |
-13.04 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+29.03% |
| 3 Months |
|
|
-35.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.310 |
| 1M High / 1M Low: |
0.420 |
0.220 |
| 6M High / 6M Low: |
0.790 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.47% |
| Volatility 6M: |
|
199.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
