JP Morgan Call 75 BSX 17.01.2025
/ DE000JK056E2
JP Morgan Call 75 BSX 17.01.2025/ DE000JK056E2 /
| 26/09/2024 09:22:22 |
Chg.- |
Bid13:00:11 |
Ask13:00:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
- |
1.12
Bid Size: 5,000 |
1.14
Ask Size: 5,000 |
Boston Scientific Co... |
75.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JK056E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
01/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
0.72 |
| Time value: |
0.30 |
| Break-even: |
77.30 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.70% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
5.50 |
| Rho: |
0.14 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.16% |
| 3 Months |
|
|
+17.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.12 |
| 1M High / 1M Low: |
1.23 |
0.95 |
| 6M High / 6M Low: |
1.23 |
0.62 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.68% |
| Volatility 6M: |
|
86.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
