JP Morgan Call 75 BSX 15.11.2024
/ DE000JK4K6L2
JP Morgan Call 75 BSX 15.11.2024/ DE000JK4K6L2 /
8/16/2024 12:56:39 PM |
Chg.+0.060 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+9.23% |
- 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: |
9.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.29 |
Implied volatility: |
0.41 |
Historic volatility: |
0.18 |
Parity: |
0.29 |
Time value: |
0.46 |
Break-even: |
75.51 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
4.17% |
Delta: |
0.64 |
Theta: |
-0.03 |
Omega: |
6.04 |
Rho: |
0.09 |
Quote data
Open: |
0.710 |
High: |
0.710 |
Low: |
0.710 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.23% |
1 Month |
|
|
-13.41% |
3 Months |
|
|
-8.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.630 |
1M High / 1M Low: |
0.850 |
0.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.660 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.668 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |