JP Morgan Call 70 BSX 20.06.2025
/ DE000JB8KEW5
JP Morgan Call 70 BSX 20.06.2025/ DE000JB8KEW5 /
| 2024-05-30 8:01:44 AM |
Chg.- |
Bid9:35:27 AM |
Ask9:35:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
- |
1.51
Bid Size: 5,000 |
1.57
Ask Size: 5,000 |
Boston Scientific Co... |
70.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JB8KEW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
1.11 |
| Break-even: |
80.51 |
| Moneyness: |
1.07 |
| Premium: |
0.16 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
3.97% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
3.00 |
| Rho: |
0.33 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.51 |
| Turnover: |
1,095 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.01% |
| 1 Month |
|
|
+4.29% |
| 3 Months |
|
|
+32.73% |
| YTD |
|
|
+147.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.46 |
| 1M High / 1M Low: |
1.59 |
1.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-28 |
1.59 |
| Low (YTD): |
2024-01-03 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
150 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
59.52 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
