JP Morgan Call 74 BSX 20.06.2025/  DE000JT6D1V0  /

EUWAX
02/08/2024  20:51:55 Chg.- Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.15EUR - -
Bid Size: -
-
Ask Size: -
Boston Scientific Co... 74.00 USD 20/06/2025 Call
 

Master data

WKN: JT6D1V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Call
Strike price: 74.00 USD
Maturity: 20/06/2025
Issue date: 02/08/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.51
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.05
Implied volatility: 0.44
Historic volatility: 0.18
Parity: 0.05
Time value: 1.19
Break-even: 80.22
Moneyness: 1.01
Premium: 0.17
Premium p.a.: 0.20
Spread abs.: 0.08
Spread %: 6.90%
Delta: 0.62
Theta: -0.02
Omega: 3.40
Rho: 0.26
 

Quote data

Open: 1.17
High: 1.20
Low: 1.11
Previous Close: -
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

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Volatility 3Y:   -