JP Morgan Put 330 SYK 21.03.2025
/ DE000JT845T7
JP Morgan Put 330 SYK 21.03.2025/ DE000JT845T7 /
| 15/10/2024 09:46:59 |
Chg.- |
Bid09:06:58 |
Ask09:06:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
- |
0.990
Bid Size: 7,500 |
1.040
Ask Size: 7,500 |
Stryker Corp |
330.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
JT845T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
330.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
11/09/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-2.72 |
| Time value: |
1.01 |
| Break-even: |
292.40 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
5.21% |
| Delta: |
-0.26 |
| Theta: |
-0.05 |
| Omega: |
-8.43 |
| Rho: |
-0.41 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.49% |
| 1 Month |
|
|
+14.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.970 |
| 1M High / 1M Low: |
1.340 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
