JP Morgan Call 60 BSX 20.06.2025
/ DE000JB7GT81
JP Morgan Call 60 BSX 20.06.2025/ DE000JB7GT81 /
| 11/06/2024 10:20:01 |
Chg.+0.08 |
Bid19:23:29 |
Ask19:23:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
+3.59% |
2.22
Bid Size: 100,000 |
2.24
Ask Size: 100,000 |
Boston Scientific Co... |
60.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JB7GT8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.18 |
| Parity: |
1.62 |
| Time value: |
0.72 |
| Break-even: |
79.14 |
| Moneyness: |
1.29 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
3.54% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
2.46 |
| Rho: |
0.35 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+11.59% |
| 3 Months |
|
|
+43.48% |
| YTD |
|
|
+138.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
2.09 |
| 1M High / 1M Low: |
2.23 |
1.95 |
| 6M High / 6M Low: |
2.23 |
0.91 |
| High (YTD): |
10/06/2024 |
2.23 |
| Low (YTD): |
04/01/2024 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.27% |
| Volatility 6M: |
|
52.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
