JP Morgan Put 77.5 SYY 16.05.2025
/ DE000JV1ZLF4
JP Morgan Put 77.5 SYY 16.05.2025/ DE000JV1ZLF4 /
| 2024-11-15 10:17:08 AM |
Chg.+0.090 |
Bid4:00:12 PM |
Ask4:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+20.45% |
0.530
Bid Size: 100,000 |
0.540
Ask Size: 100,000 |
Sysco Corp |
77.50 USD |
2025-05-16 |
Put |
Master data
| WKN: |
JV1ZLF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
77.50 USD |
| Maturity: |
2025-05-16 |
| Issue date: |
2024-10-04 |
| Last trading day: |
2025-05-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.24 |
| Time value: |
0.29 |
| Break-even: |
68.28 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
7.69% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-6.85 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.26% |
| 1 Month |
|
|
-1.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.390 |
| 1M High / 1M Low: |
0.600 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
