JP Morgan Call 400 SYK 17.01.2025
/ DE000JT9SBF7
JP Morgan Call 400 SYK 17.01.2025/ DE000JT9SBF7 /
| 2024-11-19 9:50:19 AM |
Chg.0.000 |
Bid6:11:09 PM |
Ask6:11:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
0.00% |
0.850
Bid Size: 25,000 |
0.870
Ask Size: 25,000 |
Stryker Corp |
400.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JT9SBF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-09-11 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-1.00 |
| Time value: |
0.88 |
| Break-even: |
386.35 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
3.53% |
| Delta: |
0.41 |
| Theta: |
-0.11 |
| Omega: |
17.27 |
| Rho: |
0.23 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.41% |
| 1 Month |
|
|
+107.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.540 |
| 1M High / 1M Low: |
0.860 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
418.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
