JP Morgan Call 68 BSX 17.01.2025
/ DE000JK0F9K9
JP Morgan Call 68 BSX 17.01.2025/ DE000JK0F9K9 /
| 12/08/2024 12:14:24 |
Chg.- |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BOSTON SCIENTIFIC D... |
68.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JK0F9K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BOSTON SCIENTIFIC DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
26/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.18 |
| Parity: |
0.27 |
| Time value: |
0.97 |
| Break-even: |
80.40 |
| Moneyness: |
1.04 |
| Premium: |
0.14 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.04 |
| Spread %: |
3.33% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
3.59 |
| Rho: |
0.14 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.50% |
| 1 Month |
|
|
-11.51% |
| 3 Months |
|
|
-4.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.23 |
| 1M High / 1M Low: |
1.40 |
1.07 |
| 6M High / 6M Low: |
1.49 |
0.88 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
252.10 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.48% |
| Volatility 6M: |
|
77.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
