JP Morgan Call 390 SYK 17.01.2025
/ DE000JT9SBE0
JP Morgan Call 390 SYK 17.01.2025/ DE000JT9SBE0 /
| 19/11/2024 09:50:19 |
Chg.0.00 |
Bid21:36:11 |
Ask21:36:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
0.00% |
1.24
Bid Size: 25,000 |
1.26
Ask Size: 25,000 |
Stryker Corp |
390.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT9SBE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 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: |
27.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.06 |
| Time value: |
1.34 |
| Break-even: |
381.51 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
2.29% |
| Delta: |
0.53 |
| Theta: |
-0.12 |
| Omega: |
14.62 |
| Rho: |
0.29 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.33% |
| 1 Month |
|
|
+107.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
0.86 |
| 1M High / 1M Low: |
1.31 |
0.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
