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JP Morgan Call 100 SYY 17.01.2025/  DE000JL20Q38  /

EUWAX
2024-06-14  10:53:18 AM Chg.-0.003 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.011EUR -21.43% -
Bid Size: -		 -
Ask Size: -		 SYSCO CORP. ... 100.00 - 2025-01-17 Call
 

Master data

WKN: JL20Q3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.16
Parity: -3.40
Time value: 0.11
Break-even: 101.10
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 1.05
Spread abs.: 0.10
Spread %: 900.00%
Delta: 0.13
Theta: -0.01
Omega: 7.53
Rho: 0.04
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -56.00%
3 Months
  -85.90%
YTD
  -84.06%
1 Year
  -94.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.011
1M High / 1M Low: 0.028 0.011
6M High / 6M Low: 0.170 0.011
High (YTD): 2024-02-05 0.170
Low (YTD): 2024-06-14 0.011
52W High: 2023-07-31 0.250
52W Low: 2024-06-14 0.011
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.098
Avg. volume 1Y:   0.000
Volatility 1M:   265.25%
Volatility 6M:   238.26%
Volatility 1Y:   200.44%
Volatility 3Y:   -