JP Morgan Call 350 SYK 19.09.2025
/ DE000JV0E0A7
JP Morgan Call 350 SYK 19.09.2025/ DE000JV0E0A7 /
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: |
|
- |