JP Morgan Call 360 SYK 17.01.2025
/ DE000JT9SBB6
JP Morgan Call 360 SYK 17.01.2025/ DE000JT9SBB6 /
| 27/12/2024 09:48:29 |
Chg.-0.08 |
Bid16:59:02 |
Ask16:59:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-6.25% |
1.13
Bid Size: 25,000 |
1.15
Ask Size: 25,000 |
Stryker Corp |
360.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT9SBB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
11/09/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.90 |
| Time value: |
0.32 |
| Break-even: |
357.63 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.52% |
| Delta: |
0.74 |
| Theta: |
-0.14 |
| Omega: |
21.42 |
| Rho: |
0.14 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.18% |
| 1 Month |
|
|
-62.96% |
| 3 Months |
|
|
-34.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
0.85 |
| 1M High / 1M Low: |
3.42 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
