JP Morgan Call 76 BSX 17.01.2025
/ DE000JK2S3Y6
JP Morgan Call 76 BSX 17.01.2025/ DE000JK2S3Y6 /
| 12/06/2024 09:08:12 |
Chg.-0.01 |
Bid19:26:34 |
Ask19:26:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-0.97% |
1.00
Bid Size: 100,000 |
1.01
Ask Size: 100,000 |
Boston Scientific Co... |
76.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JK2S3Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
14/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.18 |
| Parity: |
0.11 |
| Time value: |
0.92 |
| Break-even: |
81.06 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
4.04% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
4.24 |
| Rho: |
0.20 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
+14.61% |
| 3 Months |
|
|
+78.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.92 |
| 1M High / 1M Low: |
1.03 |
0.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
