JP Morgan Put 65 SYY 17.01.2025
/ DE000JL20PV5
JP Morgan Put 65 SYY 17.01.2025/ DE000JL20PV5 /
2024-09-26 10:52:23 AM |
Chg.-0.008 |
Bid3:37:40 PM |
Ask3:37:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
-13.79% |
0.049 Bid Size: 5,000 |
0.089 Ask Size: 5,000 |
SYSCO CORP. ... |
65.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL20PV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SYSCO CORP. DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-17 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-73.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.17 |
Parity: |
-0.40 |
Time value: |
0.09 |
Break-even: |
64.06 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.04 |
Spread %: |
74.07% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-16.59 |
Rho: |
-0.05 |
Quote data
Open: |
0.050 |
High: |
0.050 |
Low: |
0.050 |
Previous Close: |
0.058 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.86% |
1 Month |
|
|
-15.25% |
3 Months |
|
|
-58.33% |
YTD |
|
|
-86.49% |
1 Year |
|
|
-92.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.088 |
0.058 |
1M High / 1M Low: |
0.088 |
0.052 |
6M High / 6M Low: |
0.210 |
0.052 |
High (YTD): |
2024-01-02 |
0.340 |
Low (YTD): |
2024-09-05 |
0.052 |
52W High: |
2023-10-13 |
0.800 |
52W Low: |
2024-09-05 |
0.052 |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.131 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.258 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
247.80% |
Volatility 6M: |
|
216.26% |
Volatility 1Y: |
|
166.81% |
Volatility 3Y: |
|
- |