JP Morgan Call 105 BSX 16.01.2026
/ DE000JT3WYD9
JP Morgan Call 105 BSX 16.01.2026/ DE000JT3WYD9 /
| 11/15/2024 11:08:10 AM |
Chg.-0.080 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
105.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
7/18/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
-1.71 |
| Time value: |
0.97 |
| Break-even: |
109.44 |
| Moneyness: |
0.83 |
| Premium: |
0.32 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.10 |
| Spread %: |
11.49% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
3.83 |
| Rho: |
0.32 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.33% |
| 1 Month |
|
|
+2.33% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.880 |
| 1M High / 1M Low: |
0.990 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
