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JP Morgan Call 70 BSX 17.01.2025/  DE000JL2B1J8  /

EUWAX
2024-06-12  10:43:59 AM Chg.-0.02 Bid4:05:31 PM Ask4:05:31 PM Underlying Strike price Expiration date Option type
1.35EUR -1.46% 1.29
Bid Size: 100,000		 1.30
Ask Size: 100,000		 BOSTON SCIENTIFIC D... 70.00 - 2025-01-17 Call
 

Master data

WKN: JL2B1J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-04-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.28
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.18
Implied volatility: 0.55
Historic volatility: 0.18
Parity: 0.18
Time value: 1.18
Break-even: 83.60
Moneyness: 1.03
Premium: 0.16
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 3.03%
Delta: 0.63
Theta: -0.03
Omega: 3.31
Rho: 0.19
 

Quote data

Open: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.76%
1 Month  
+13.45%
3 Months  
+66.67%
YTD  
+221.43%
1 Year  
+206.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.37 1.23
1M High / 1M Low: 1.37 1.09
6M High / 6M Low: 1.37 0.37
High (YTD): 2024-06-11 1.37
Low (YTD): 2024-01-03 0.46
52W High: 2024-06-11 1.37
52W Low: 2023-10-12 0.29
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.22
Avg. volume 1M:   0.00
Avg. price 6M:   0.84
Avg. volume 6M:   0.00
Avg. price 1Y:   0.62
Avg. volume 1Y:   7.84
Volatility 1M:   62.07%
Volatility 6M:   84.17%
Volatility 1Y:   97.74%
Volatility 3Y:   -