JP Morgan Call 70 BSX 16.01.2026/  DE000JK7JZ73  /

EUWAX
2024-06-12  9:16:04 AM Chg.-0.02 Bid10:04:26 AM Ask10:04:26 AM Underlying Strike price Expiration date Option type
2.00EUR -0.99% 2.01
Bid Size: 5,000
2.11
Ask Size: 5,000
Boston Scientific Co... 70.00 USD 2026-01-16 Call
 

Master data

WKN: JK7JZ7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-04
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.71
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.67
Implied volatility: 0.41
Historic volatility: 0.18
Parity: 0.67
Time value: 1.27
Break-even: 84.54
Moneyness: 1.10
Premium: 0.18
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 5.05%
Delta: 0.71
Theta: -0.01
Omega: 2.64
Rho: 0.51
 

Quote data

Open: 2.00
High: 2.00
Low: 2.00
Previous Close: 2.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.38%
1 Month  
+9.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.02 1.88
1M High / 1M Low: 2.02 1.69
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.93
Avg. volume 1W:   0.00
Avg. price 1M:   1.85
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -