JP Morgan Call 430 SYK 17.01.2025
/ DE000JT9XQE8
JP Morgan Call 430 SYK 17.01.2025/ DE000JT9XQE8 /
| 19/11/2024 10:47:10 |
Chg.-0.030 |
Bid18:18:52 |
Ask18:18:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-17.65% |
0.160
Bid Size: 20,000 |
0.190
Ask Size: 20,000 |
Stryker Corp |
430.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT9XQE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
13/09/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
185.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-3.83 |
| Time value: |
0.20 |
| Break-even: |
407.85 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.05 |
| Spread %: |
31.25% |
| Delta: |
0.13 |
| Theta: |
-0.06 |
| Omega: |
24.96 |
| Rho: |
0.08 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.110 |
| 1M High / 1M Low: |
0.180 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
531.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
