JP Morgan Call 75 BSX 15.11.2024
/ DE000JK4K6L2
JP Morgan Call 75 BSX 15.11.2024/ DE000JK4K6L2 /
| 10/18/2024 8:54:06 AM |
Chg.-0.11 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-8.59% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
75.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK4K6L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.15 |
| Parity: |
1.20 |
| Time value: |
0.13 |
| Break-even: |
82.31 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
3.10% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
5.20 |
| Rho: |
0.04 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.86% |
| 1 Month |
|
|
+19.39% |
| 3 Months |
|
|
+58.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.17 |
| 1M High / 1M Low: |
1.28 |
0.92 |
| 6M High / 6M Low: |
1.28 |
0.51 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
1,389.24 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
229.72 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.76% |
| Volatility 6M: |
|
94.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
