JP Morgan Call 105 BSX 16.01.2026
/ DE000JT3WYD9
JP Morgan Call 105 BSX 16.01.2026/ DE000JT3WYD9 /
| 09/09/2024 10:57:22 |
Chg.- |
Bid09:45:30 |
Ask09:45:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
- |
0.710
Bid Size: 5,000 |
0.810
Ask Size: 5,000 |
Boston Scientific Co... |
105.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JT3WYD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
18/07/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
-2.03 |
| Time value: |
0.72 |
| Break-even: |
102.40 |
| Moneyness: |
0.79 |
| Premium: |
0.37 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.09 |
| Spread %: |
14.29% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
4.16 |
| Rho: |
0.31 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.84% |
| 1 Month |
|
|
+41.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.620 |
| 1M High / 1M Low: |
0.650 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
