JP Morgan Call 84 BSX 15.11.2024
/ DE000JK76EQ3
JP Morgan Call 84 BSX 15.11.2024/ DE000JK76EQ3 /
16/08/2024 12:23:43 |
Chg.+0.050 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+19.23% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
84.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
JK76EQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
84.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
26/04/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
-0.52 |
Time value: |
0.30 |
Break-even: |
79.16 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.03 |
Spread %: |
10.00% |
Delta: |
0.39 |
Theta: |
-0.03 |
Omega: |
9.22 |
Rho: |
0.06 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.71% |
1 Month |
|
|
-26.19% |
3 Months |
|
|
-24.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.240 |
1M High / 1M Low: |
0.420 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.272 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.295 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |