JP Morgan Call 74 BSX 16.08.2024
/ DE000JK3AZR1
JP Morgan Call 74 BSX 16.08.2024/ DE000JK3AZR1 /
| 6/12/2024 11:22:41 AM |
Chg.-0.020 |
Bid9:24:32 PM |
Ask9:24:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-2.94% |
0.640
Bid Size: 100,000 |
0.650
Ask Size: 100,000 |
Boston Scientific Co... |
74.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK3AZR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
0.29 |
| Time value: |
0.32 |
| Break-even: |
75.05 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
4.76% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
7.63 |
| Rho: |
0.07 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.570 |
| 1M High / 1M Low: |
0.680 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
