JP Morgan Call 75 BSX 17.01.2025
/ DE000JK056E2
JP Morgan Call 75 BSX 17.01.2025/ DE000JK056E2 /
6/13/2024 9:19:12 AM |
Chg.-0.01 |
Bid12:54:10 PM |
Ask12:54:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
-0.93% |
1.04 Bid Size: 5,000 |
1.07 Ask Size: 5,000 |
Boston Scientific Co... |
75.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
JK056E |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
2/1/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.38 |
Historic volatility: |
0.18 |
Parity: |
0.22 |
Time value: |
0.79 |
Break-even: |
79.44 |
Moneyness: |
1.03 |
Premium: |
0.11 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.04 |
Spread %: |
3.81% |
Delta: |
0.63 |
Theta: |
-0.02 |
Omega: |
4.46 |
Rho: |
0.21 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
1.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.28% |
1 Month |
|
|
+17.78% |
3 Months |
|
|
+58.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.08 |
0.97 |
1M High / 1M Low: |
1.08 |
0.82 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |