JP Morgan Call 84 BSX 15.11.2024
/ DE000JK76EQ3
JP Morgan Call 84 BSX 15.11.2024/ DE000JK76EQ3 /
| 6/13/2024 12:31:11 PM |
Chg.-0.020 |
Bid1:26:16 PM |
Ask1:26:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-4.00% |
0.470
Bid Size: 5,000 |
0.500
Ask Size: 5,000 |
Boston Scientific Co... |
84.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK76EQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
4/26/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
-0.61 |
| Time value: |
0.49 |
| Break-even: |
82.59 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
6.40 |
| Rho: |
0.11 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.63% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.430 |
| 1M High / 1M Low: |
0.520 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
