OverviewChartNewsTraderScreen

JP Morgan Call 65 BSX 21.06.2024/  DE000JL16886  /

EUWAX
2024-05-20  9:17:20 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.960EUR - -
Bid Size: -		 -
Ask Size: -		 BOSTON SCIENTIFIC D... 65.00 - 2024-06-21 Call
 

Master data

WKN: JL1688
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-21
Issue date: 2023-04-26
Last trading day: 2024-05-24
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.48
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.68
Implied volatility: 1.28
Historic volatility: 0.18
Parity: 0.68
Time value: 0.28
Break-even: 74.60
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 3.63
Spread abs.: -0.05
Spread %: -4.95%
Delta: 0.73
Theta: -0.27
Omega: 5.44
Rho: 0.01
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.960
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.23%
3 Months  
+74.55%
YTD  
+300.00%
1 Year  
+182.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.970 0.790
6M High / 6M Low: 0.970 0.210
High (YTD): 2024-05-16 0.970
Low (YTD): 2024-01-03 0.280
52W High: 2024-05-16 0.970
52W Low: 2023-10-27 0.160
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.908
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   92.593
Avg. price 1Y:   0.405
Avg. volume 1Y:   41.841
Volatility 1M:   159.30%
Volatility 6M:   118.46%
Volatility 1Y:   136.52%
Volatility 3Y:   -