JP Morgan Call 82 BSX 17.01.2025
/ DE000JK6ZH35
JP Morgan Call 82 BSX 17.01.2025/ DE000JK6ZH35 /
| 11/10/2024 20:30:22 |
Chg.+0.080 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
82.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JK6ZH3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
10/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.15 |
| Parity: |
0.47 |
| Time value: |
0.53 |
| Break-even: |
84.99 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
3.09% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
5.27 |
| Rho: |
0.11 |
Quote data
| Open: |
0.920 |
| High: |
0.960 |
| Low: |
0.920 |
| Previous Close: |
0.880 |
| Turnover: |
480 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.770 |
| 1M High / 1M Low: |
0.960 |
0.730 |
| 6M High / 6M Low: |
0.960 |
0.370 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
125 |
| Avg. price 1M: |
|
0.794 |
| Avg. volume 1M: |
|
23.810 |
| Avg. price 6M: |
|
0.632 |
| Avg. volume 6M: |
|
4 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.22% |
| Volatility 6M: |
|
140.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
