JP Morgan Call 75 BSX 17.01.2025
/ DE000JK056E2
JP Morgan Call 75 BSX 17.01.2025/ DE000JK056E2 /
18/10/2024 09:23:49 |
Chg.-0.04 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
1.36EUR |
-2.86% |
- Bid Size: - |
- Ask Size: - |
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: |
5.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.26 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.49 |
Historic volatility: |
0.15 |
Parity: |
1.20 |
Time value: |
0.32 |
Break-even: |
84.21 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
2.70% |
Delta: |
0.79 |
Theta: |
-0.04 |
Omega: |
4.22 |
Rho: |
0.12 |
Quote data
Open: |
1.36 |
High: |
1.36 |
Low: |
1.36 |
Previous Close: |
1.40 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.49% |
1 Month |
|
|
+16.24% |
3 Months |
|
|
+51.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.43 |
1.36 |
1M High / 1M Low: |
1.43 |
1.10 |
6M High / 6M Low: |
1.43 |
0.64 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.15% |
Volatility 6M: |
|
86.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |