JP Morgan Put 75 SYY 16.08.2024
/ DE000JB8PKF6
JP Morgan Put 75 SYY 16.08.2024/ DE000JB8PKF6 /
| 2024-06-17 12:12:15 PM |
Chg.-0.010 |
Bid3:36:30 PM |
Ask3:36:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-2.04% |
0.440
Bid Size: 5,000 |
0.470
Ask Size: 5,000 |
Sysco Corp |
75.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB8PKF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.40 |
| Time value: |
0.07 |
| Break-even: |
65.31 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-9.66 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
+140.00% |
| 3 Months |
|
|
+152.63% |
| YTD |
|
|
-12.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.380 |
| 1M High / 1M Low: |
0.490 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.550 |
| Low (YTD): |
2024-03-28 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
