JP Morgan Call 420 SYK 17.01.2025
/ DE000JT9SBH3
JP Morgan Call 420 SYK 17.01.2025/ DE000JT9SBH3 /
| 19/11/2024 09:50:19 |
Chg.+0.010 |
Bid18:13:04 |
Ask18:13:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+3.45% |
0.300
Bid Size: 20,000 |
0.320
Ask Size: 20,000 |
Stryker Corp |
420.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT9SBH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 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: |
108.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-2.89 |
| Time value: |
0.34 |
| Break-even: |
399.83 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.04 |
| Spread %: |
13.33% |
| Delta: |
0.21 |
| Theta: |
-0.08 |
| Omega: |
22.38 |
| Rho: |
0.12 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
+87.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.180 |
| 1M High / 1M Low: |
0.320 |
0.081 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
515.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
