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JP Morgan Call 105 SYY 17.01.2025/  DE000JL20Q46  /

EUWAX
20/06/2024  10:56:49 Chg.- Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.020EUR - -
Bid Size: -		 -
Ask Size: -		 SYSCO CORP. ... 105.00 - 17/01/2025 Call
 

Master data

WKN: JL20Q4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYSCO CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 17/01/2025
Issue date: 17/04/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 68.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.16
Parity: -3.64
Time value: 0.10
Break-even: 106.00
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 1.14
Spread abs.: 0.08
Spread %: 400.00%
Delta: 0.11
Theta: -0.01
Omega: 7.78
Rho: 0.04
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.019
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month  
+53.85%
3 Months
  -60.00%
YTD
  -47.37%
1 Year
  -84.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.008
1M High / 1M Low: 0.020 0.007
6M High / 6M Low: 0.099 0.007
High (YTD): 02/02/2024 0.099
Low (YTD): 30/05/2024 0.007
52W High: 06/07/2023 0.180
52W Low: 30/05/2024 0.007
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   0.058
Avg. volume 1Y:   0.000
Volatility 1M:   581.45%
Volatility 6M:   333.35%
Volatility 1Y:   262.33%
Volatility 3Y:   -