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JP Morgan Call 60 BSX 17.01.2025/  DE000JL03GV0  /

EUWAX
2024-05-30  9:17:58 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.77EUR - -
Bid Size: -		 -
Ask Size: -		 BOSTON SCIENTIFIC D... 60.00 - 2025-01-17 Call
 

Master data

WKN: JL03GV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 0.92
Implied volatility: 0.64
Historic volatility: 0.18
Parity: 0.92
Time value: 0.96
Break-even: 78.80
Moneyness: 1.15
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 2.17%
Delta: 0.72
Theta: -0.03
Omega: 2.65
Rho: 0.20
 

Quote data

Open: 1.77
High: 1.77
Low: 1.77
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.67%
1 Month  
+5.36%
3 Months  
+30.15%
YTD  
+129.87%
1 Year  
+118.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.77
1M High / 1M Low: 1.92 1.64
6M High / 6M Low: 1.92 0.72
High (YTD): 2024-05-28 1.92
Low (YTD): 2024-01-02 0.85
52W High: 2024-05-28 1.92
52W Low: 2023-10-12 0.58
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   1.28
Avg. volume 6M:   32
Avg. price 1Y:   1.01
Avg. volume 1Y:   15.63
Volatility 1M:   61.18%
Volatility 6M:   67.81%
Volatility 1Y:   75.21%
Volatility 3Y:   -