JP Morgan Put 340 SYK 21.03.2025
/ DE000JT845U5
JP Morgan Put 340 SYK 21.03.2025/ DE000JT845U5 /
| 27/12/2024 09:37:35 |
Chg.-0.060 |
Bid12:36:09 |
Ask12:36:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-8.70% |
0.620
Bid Size: 5,000 |
0.650
Ask Size: 5,000 |
Stryker Corp |
340.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
JT845U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 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: |
-47.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-2.82 |
| Time value: |
0.74 |
| Break-even: |
318.84 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.04 |
| Spread %: |
5.71% |
| Delta: |
-0.24 |
| Theta: |
-0.08 |
| Omega: |
-11.39 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-46.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.690 |
| 1M High / 1M Low: |
0.990 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.532 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
