JP Morgan Call 100 BSX 17.01.2025/  DE000JV2HWB6  /

EUWAX
15/11/2024  08:51:50 Chg.-0.060 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.120EUR -33.33% -
Bid Size: -
-
Ask Size: -
Boston Scientific Co... 100.00 USD 17/01/2025 Call
 

Master data

WKN: JV2HWB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 17/01/2025
Issue date: 22/10/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.15
Parity: -1.24
Time value: 0.15
Break-even: 96.51
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 1.49
Spread abs.: 0.04
Spread %: 33.33%
Delta: 0.22
Theta: -0.03
Omega: 11.94
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.120
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -