JP Morgan Call 350 SYK 19.09.2025/  DE000JV0E0A7  /

EUWAX
2024-12-27  8:46:48 AM Chg.+0.01 Bid6:55:40 PM Ask6:55:40 PM Underlying Strike price Expiration date Option type
4.32EUR +0.23% 4.15
Bid Size: 25,000
4.19
Ask Size: 25,000
Stryker Corp 350.00 USD 2025-09-19 Call
 

Master data

WKN: JV0E0A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2025-09-19
Issue date: 2024-10-03
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.09
Leverage: Yes

Calculated values

Fair value: 3.56
Intrinsic value: 1.86
Implied volatility: 0.25
Historic volatility: 0.18
Parity: 1.86
Time value: 2.52
Break-even: 379.63
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.08
Spread %: 1.86%
Delta: 0.68
Theta: -0.07
Omega: 5.47
Rho: 1.43
 

Quote data

Open: 4.32
High: 4.32
Low: 4.32
Previous Close: 4.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.20%
1 Month
  -29.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.31 3.75
1M High / 1M Low: 6.32 3.75
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.03
Avg. volume 1W:   0.00
Avg. price 1M:   5.30
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -