JP Morgan Call 400 SYK 21.03.2025/  DE000JT87MD2  /

EUWAX
2024-11-19  9:39:55 AM Chg.-0.03 Bid8:03:14 PM Ask8:03:14 PM Underlying Strike price Expiration date Option type
1.73EUR -1.70% 1.81
Bid Size: 25,000
1.83
Ask Size: 25,000
Stryker Corp 400.00 USD 2025-03-21 Call
 

Master data

WKN: JT87MD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 2025-03-21
Issue date: 2024-09-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.53
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -1.00
Time value: 1.79
Break-even: 395.45
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 2.87%
Delta: 0.48
Theta: -0.10
Omega: 9.88
Rho: 0.53
 

Quote data

Open: 1.73
High: 1.73
Low: 1.73
Previous Close: 1.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.22%
1 Month  
+94.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.76 1.27
1M High / 1M Low: 1.76 0.76
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -