JP Morgan Call 85 BSX 15.11.2024
/ DE000JT1DYA9
JP Morgan Call 85 BSX 15.11.2024/ DE000JT1DYA9 /
16/08/2024 12:56:37 |
Chg.+0.030 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+13.04% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
85.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
JT1DYA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
29/05/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.18 |
Parity: |
-0.68 |
Time value: |
0.28 |
Break-even: |
80.27 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.03 |
Spread %: |
12.00% |
Delta: |
0.36 |
Theta: |
-0.03 |
Omega: |
9.01 |
Rho: |
0.06 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
-31.58% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.220 |
1M High / 1M Low: |
0.400 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.265 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
231.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |