JP Morgan Call 78 BSX 21.02.2025
/ DE000JT22BE0
JP Morgan Call 78 BSX 21.02.2025/ DE000JT22BE0 /
| 11/15/2024 10:19:59 AM |
Chg.-0.10 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-7.35% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
78.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JT22BE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
6/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
0.85 |
| Time value: |
0.34 |
| Break-even: |
86.06 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.44% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
5.18 |
| Rho: |
0.13 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.28% |
| 1 Month |
|
|
-2.33% |
| 3 Months |
|
|
+57.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.26 |
| 1M High / 1M Low: |
1.42 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
1,375.13 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
