JP Morgan Call 440 SYK 17.01.2025
/ DE000JV2RL89
JP Morgan Call 440 SYK 17.01.2025/ DE000JV2RL89 /
| 2024-11-19 8:53:15 AM |
Chg.+0.004 |
Bid9:15:57 PM |
Ask9:15:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
+4.82% |
0.077
Bid Size: 15,000 |
0.110
Ask Size: 15,000 |
Stryker Corp |
440.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JV2RL8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-10-22 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
229.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-4.78 |
| Time value: |
0.16 |
| Break-even: |
416.91 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.08 |
| Spread %: |
88.24% |
| Delta: |
0.10 |
| Theta: |
-0.05 |
| Omega: |
24.07 |
| Rho: |
0.06 |
Quote data
| Open: |
0.087 |
| High: |
0.087 |
| Low: |
0.087 |
| Previous Close: |
0.083 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.11% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.098 |
0.054 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
