JP Morgan Call 80 BSX 20.06.2025
/ DE000JK2LLA6
JP Morgan Call 80 BSX 20.06.2025/ DE000JK2LLA6 /
| 11/15/2024 10:32:58 AM |
Chg.-0.10 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-6.33% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
80.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JK2LLA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
2/29/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
0.66 |
| Time value: |
0.77 |
| Break-even: |
90.33 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
3.42% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
3.95 |
| Rho: |
0.25 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.50% |
| 1 Month |
|
|
+0.68% |
| 3 Months |
|
|
+52.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.48 |
| 1M High / 1M Low: |
1.61 |
1.28 |
| 6M High / 6M Low: |
1.61 |
0.82 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
21.88 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.96% |
| Volatility 6M: |
|
71.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
