JP Morgan Call 80 BSX 20.06.2025
/ DE000JK2LLA6
JP Morgan Call 80 BSX 20.06.2025/ DE000JK2LLA6 /
| 2024-05-30 10:42:29 AM |
Chg.+0.02 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
+1.90% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
80.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JK2LLA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
-0.46 |
| Time value: |
1.03 |
| Break-even: |
84.34 |
| Moneyness: |
0.94 |
| Premium: |
0.21 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
5.71% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
3.75 |
| Rho: |
0.30 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.88% |
| 1 Month |
|
|
+11.46% |
| 3 Months |
|
|
+59.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.04 |
| 1M High / 1M Low: |
1.12 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
38.10 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
