JP Morgan Put 350 SYK 21.03.2025
/ DE000JT845V3
JP Morgan Put 350 SYK 21.03.2025/ DE000JT845V3 /
| 15/10/2024 09:46:59 |
Chg.-0.15 |
Bid20:07:19 |
Ask20:07:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-8.82% |
1.54
Bid Size: 30,000 |
1.56
Ask Size: 30,000 |
Stryker Corp |
350.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
JT845V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 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: |
-20.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.89 |
| Time value: |
1.58 |
| Break-even: |
305.04 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
3.27% |
| Delta: |
-0.37 |
| Theta: |
-0.06 |
| Omega: |
-7.75 |
| Rho: |
-0.59 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.12% |
| 1 Month |
|
|
+10.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.70 |
| 1M High / 1M Low: |
2.07 |
1.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
