JP Morgan Call 75 SYY 21.06.2024
/ DE000JK9AFD0
JP Morgan Call 75 SYY 21.06.2024/ DE000JK9AFD0 /
| 2024-05-23 1:21:47 PM |
Chg.-0.111 |
Bid3:02:40 PM |
Ask3:02:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
-61.67% |
0.070
Bid Size: 7,500 |
0.090
Ask Size: 7,500 |
Sysco Corp |
75.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK9AFD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sysco Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
69.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-0.21 |
| Time value: |
0.10 |
| Break-even: |
70.25 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.03 |
| Spread %: |
44.78% |
| Delta: |
0.35 |
| Theta: |
-0.03 |
| Omega: |
23.94 |
| Rho: |
0.02 |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.069 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.170 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
