JP Morgan Put 75 SYY 17.01.2025
/ DE000JL20PY9
JP Morgan Put 75 SYY 17.01.2025/ DE000JL20PY9 /
2024-09-20 10:50:53 AM |
Chg.+0.020 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+5.88% |
- Bid Size: - |
- Ask Size: - |
SYSCO CORP. ... |
75.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL20PY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SYSCO CORP. DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-17 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.76 |
Implied volatility: |
- |
Historic volatility: |
0.17 |
Parity: |
0.76 |
Time value: |
-0.43 |
Break-even: |
71.70 |
Moneyness: |
1.11 |
Premium: |
-0.06 |
Premium p.a.: |
-0.19 |
Spread abs.: |
0.03 |
Spread %: |
10.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+38.46% |
1 Month |
|
|
+44.00% |
3 Months |
|
|
-25.00% |
YTD |
|
|
-50.00% |
1 Year |
|
|
-64.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.230 |
1M High / 1M Low: |
0.360 |
0.210 |
6M High / 6M Low: |
0.670 |
0.210 |
High (YTD): |
2024-07-02 |
0.670 |
Low (YTD): |
2024-09-05 |
0.210 |
52W High: |
2023-10-13 |
1.360 |
52W Low: |
2024-09-05 |
0.210 |
Avg. price 1W: |
|
0.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.250 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.411 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.579 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
205.40% |
Volatility 6M: |
|
171.10% |
Volatility 1Y: |
|
134.56% |
Volatility 3Y: |
|
- |