JP Morgan Call 82 BSX 20.06.2025
/ DE000JT24032
JP Morgan Call 82 BSX 20.06.2025/ DE000JT24032 /
9/9/2024 9:52:53 AM |
Chg.+0.05 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
+4.72% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
82.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
JT2403 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
82.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
6/21/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.17 |
Parity: |
-0.04 |
Time value: |
1.06 |
Break-even: |
84.52 |
Moneyness: |
1.00 |
Premium: |
0.15 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.05 |
Spread %: |
5.41% |
Delta: |
0.59 |
Theta: |
-0.02 |
Omega: |
4.14 |
Rho: |
0.26 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.06 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.78% |
1 Month |
|
|
+30.59% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.14 |
1.06 |
1M High / 1M Low: |
1.14 |
0.84 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |