JP Morgan Call 75 BSX 15.11.2024
/ DE000JK4K6L2
JP Morgan Call 75 BSX 15.11.2024/ DE000JK4K6L2 /
| 26/09/2024 08:55:27 |
Chg.- |
Bid17:00:50 |
Ask17:00:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
- |
0.950
Bid Size: 75,000 |
0.960
Ask Size: 75,000 |
Boston Scientific Co... |
75.00 USD |
15/11/2024 |
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: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
0.72 |
| Time value: |
0.13 |
| Break-even: |
75.60 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
3.26% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
7.17 |
| Rho: |
0.07 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
+20.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.930 |
| 1M High / 1M Low: |
1.050 |
0.770 |
| 6M High / 6M Low: |
1.050 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.757 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.94% |
| Volatility 6M: |
|
98.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
