JP Morgan Call 360 SYK 17.01.2025
/ DE000JT9SBB6
JP Morgan Call 360 SYK 17.01.2025/ DE000JT9SBB6 /
| 19/11/2024 09:50:18 |
Chg.0.00 |
Bid20:03:14 |
Ask20:03:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.34EUR |
0.00% |
3.46
Bid Size: 20,000 |
3.48
Ask Size: 20,000 |
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: |
10.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
2.77 |
| Time value: |
0.60 |
| Break-even: |
373.50 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.20% |
| Delta: |
0.81 |
| Theta: |
-0.11 |
| Omega: |
8.79 |
| Rho: |
0.42 |
Quote data
| Open: |
3.34 |
| High: |
3.34 |
| Low: |
3.34 |
| Previous Close: |
3.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.50% |
| 1 Month |
|
|
+88.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.34 |
2.54 |
| 1M High / 1M Low: |
3.34 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
47.62 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
