JP Morgan Call 84 BSX 15.11.2024
/ DE000JK76EQ3
JP Morgan Call 84 BSX 15.11.2024/ DE000JK76EQ3 /
| 17/07/2024 12:51:26 |
Chg.0.000 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
-
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: |
15.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.17 |
| Parity: |
-0.54 |
| Time value: |
0.47 |
| Break-even: |
81.75 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.04 |
| Spread %: |
9.30% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
6.71 |
| Rho: |
0.09 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.51% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.370 |
| 1M High / 1M Low: |
0.480 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
