JP Morgan Call 80 BSX 17.01.2025
/ DE000JK7GTC4
JP Morgan Call 80 BSX 17.01.2025/ DE000JK7GTC4 /
| 9/26/2024 12:00:19 PM |
Chg.- |
Bid7:56:07 PM |
Ask7:56:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
- |
0.820
Bid Size: 100,000 |
0.830
Ask Size: 100,000 |
Boston Scientific Co... |
80.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JK7GTC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/2/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
0.28 |
| Time value: |
0.49 |
| Break-even: |
79.27 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
3.61% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
6.12 |
| Rho: |
0.12 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.12% |
| 1 Month |
|
|
+27.54% |
| 3 Months |
|
|
+20.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.870 |
| 1M High / 1M Low: |
0.940 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
