JP Morgan Put 360 SYK 21.03.2025
/ DE000JT845W1
JP Morgan Put 360 SYK 21.03.2025/ DE000JT845W1 /
| 2025-01-13 9:51:45 AM |
Chg.+0.07 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+6.03% |
-
Bid Size: - |
-
Ask Size: - |
Stryker Corp |
360.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JT845W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Stryker Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-09-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-0.55 |
| Time value: |
1.28 |
| Break-even: |
338.66 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.07 |
| Spread %: |
5.79% |
| Delta: |
-0.41 |
| Theta: |
-0.11 |
| Omega: |
-11.31 |
| Rho: |
-0.29 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.66% |
| 1 Month |
|
|
+18.27% |
| 3 Months |
|
|
-41.43% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.16 |
| 1M High / 1M Low: |
1.74 |
1.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-07 |
1.57 |
| Low (YTD): |
2025-01-10 |
1.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
