JP Morgan Call 400 SYK 21.03.2025
/ DE000JT87MD2
JP Morgan Call 400 SYK 21.03.2025/ DE000JT87MD2 /
| 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: |
|
- |
