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JP Morgan Call 70 BSX 17.01.2025/  DE000JL2B1J8  /

EUWAX
10/18/2024  10:46:08 AM Chg.-0.05 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.74EUR -2.79% -
Bid Size: -		 -
Ask Size: -		 BOSTON SCIENTIFIC D... 70.00 - 1/17/2025 Call
 

Master data

WKN: JL2B1J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 1/17/2025
Issue date: 4/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.10
Implied volatility: 0.84
Historic volatility: 0.15
Parity: 1.10
Time value: 0.80
Break-even: 89.00
Moneyness: 1.16
Premium: 0.10
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 2.15%
Delta: 0.72
Theta: -0.07
Omega: 3.07
Rho: 0.10
 

Quote data

Open: 1.74
High: 1.74
Low: 1.74
Previous Close: 1.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.75%
1 Month  
+14.47%
3 Months  
+48.72%
YTD  
+314.29%
1 Year  
+443.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.83 1.74
1M High / 1M Low: 1.83 1.45
6M High / 6M Low: 1.83 0.86
High (YTD): 10/15/2024 1.83
Low (YTD): 1/3/2024 0.46
52W High: 10/15/2024 1.83
52W Low: 10/27/2023 0.30
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   1.28
Avg. volume 6M:   309.42
Avg. price 1Y:   0.94
Avg. volume 1Y:   154.10
Volatility 1M:   47.56%
Volatility 6M:   85.97%
Volatility 1Y:   84.02%
Volatility 3Y:   -