JP Morgan Call 64 BSX 17.01.2025
/ DE000JK02E35
JP Morgan Call 64 BSX 17.01.2025/ DE000JK02E35 /
| 2024-05-31 12:42:03 PM |
Chg.-0.03 |
Bid5:56:11 PM |
Ask5:56:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-1.90% |
1.51
Bid Size: 100,000 |
1.52
Ask Size: 100,000 |
Boston Scientific Co... |
64.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JK02E3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
1.02 |
| Time value: |
0.58 |
| Break-even: |
75.09 |
| Moneyness: |
1.17 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
3.23% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
3.26 |
| Rho: |
0.23 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.32% |
| 1 Month |
|
|
+7.64% |
| 3 Months |
|
|
+33.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.56 |
| 1M High / 1M Low: |
1.64 |
1.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
