JP Morgan Call 77.5 SYY 16.08.2024
/ DE000JB8PKG4
JP Morgan Call 77.5 SYY 16.08.202.../ DE000JB8PKG4 /
| 24/06/2024 11:17:43 |
Chg.+0.002 |
Bid19:59:20 |
Ask19:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
+2.99% |
0.093
Bid Size: 100,000 |
0.100
Ask Size: 100,000 |
Sysco Corp |
77.50 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB8PKG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
-0.39 |
| Time value: |
0.09 |
| Break-even: |
73.45 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
42.86% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
20.72 |
| Rho: |
0.03 |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.069 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.58% |
| 1 Month |
|
|
-30.30% |
| 3 Months |
|
|
-89.38% |
| YTD |
|
|
-80.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.038 |
| 1M High / 1M Low: |
0.099 |
0.034 |
| 6M High / 6M Low: |
0.810 |
0.034 |
| High (YTD): |
02/02/2024 |
0.810 |
| Low (YTD): |
14/06/2024 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
399.11% |
| Volatility 6M: |
|
230.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
