JP Morgan Call 82.5 SYY 15.11.2024
/ DE000JK4L8H5
JP Morgan Call 82.5 SYY 15.11.202.../ DE000JK4L8H5 /
| 2024-06-24 12:28:13 PM |
Chg.+0.005 |
Bid4:37:03 PM |
Ask4:37:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
+6.33% |
0.099
Bid Size: 75,000 |
0.110
Ask Size: 75,000 |
Sysco Corp |
82.50 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK4L8H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
56.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
-0.86 |
| Time value: |
0.12 |
| Break-even: |
78.41 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
52.94% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
13.54 |
| Rho: |
0.06 |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.084 |
| Previous Close: |
0.079 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.43% |
| 1 Month |
|
|
-15.15% |
| 3 Months |
|
|
-83.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.049 |
| 1M High / 1M Low: |
0.100 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
375.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
