JP Morgan Call 74 BSX 21.06.2024
/ DE000JK37QC9
JP Morgan Call 74 BSX 21.06.2024/ DE000JK37QC9 /
| 10/06/2024 12:58:49 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BOSTON SCIENTIFIC D... |
74.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JK37QC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BOSTON SCIENTIFIC DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
05/03/2024 |
| Last trading day: |
11/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.18 |
| Parity: |
-0.22 |
| Time value: |
0.42 |
| Break-even: |
78.20 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
30.28 |
| Spread abs.: |
0.04 |
| Spread %: |
10.53% |
| Delta: |
0.47 |
| Theta: |
-0.29 |
| Omega: |
8.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.380 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.03% |
| 1 Month |
|
|
+8.57% |
| 3 Months |
|
|
+72.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.290 |
| 1M High / 1M Low: |
0.380 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.335 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
