JP Morgan Call 74 BSX 17.01.2025
/ DE000JK15JP2
JP Morgan Call 74 BSX 17.01.2025/ DE000JK15JP2 /
| 8/16/2024 12:27:10 PM |
Chg.+0.080 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
74.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JK15JP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/29/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.18 |
| Parity: |
0.39 |
| Time value: |
0.60 |
| Break-even: |
77.00 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
3.13% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
4.70 |
| Rho: |
0.15 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-2.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.840 |
| 1M High / 1M Low: |
1.050 |
0.760 |
| 6M High / 6M Low: |
1.140 |
0.630 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.873 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.20% |
| Volatility 6M: |
|
94.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
