JP Morgan Call 60 BSX 20.06.2025
/ DE000JB7GT81
JP Morgan Call 60 BSX 20.06.2025/ DE000JB7GT81 /
| 8/2/2024 9:47:30 AM |
Chg.+0.09 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
+4.84% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
60.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JB7GT8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/6/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.18 |
| Parity: |
1.33 |
| Time value: |
0.68 |
| Break-even: |
75.09 |
| Moneyness: |
1.24 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
4.69% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
2.65 |
| Rho: |
0.29 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.52% |
| 1 Month |
|
|
-8.02% |
| 3 Months |
|
|
+1.04% |
| YTD |
|
|
+101.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.86 |
| 1M High / 1M Low: |
2.33 |
1.86 |
| 6M High / 6M Low: |
2.33 |
1.43 |
| High (YTD): |
7/24/2024 |
2.33 |
| Low (YTD): |
1/4/2024 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.98% |
| Volatility 6M: |
|
55.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
