JP Morgan Call 85 BSX 18.06.2026/  DE000JT9E2J9  /

EUWAX
15/11/2024  08:10:51 Chg.-0.13 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
1.97EUR -6.19% -
Bid Size: -
-
Ask Size: -
Boston Scientific Co... 85.00 USD 18/06/2026 Call
 

Master data

WKN: JT9E2J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 18/06/2026
Issue date: 03/09/2024
Last trading day: 17/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.18
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.19
Implied volatility: 0.42
Historic volatility: 0.15
Parity: 0.19
Time value: 1.79
Break-even: 100.50
Moneyness: 1.02
Premium: 0.22
Premium p.a.: 0.13
Spread abs.: 0.09
Spread %: 5.05%
Delta: 0.66
Theta: -0.02
Omega: 2.74
Rho: 0.55
 

Quote data

Open: 1.97
High: 1.97
Low: 1.97
Previous Close: 2.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.60%
1 Month  
+3.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.10 1.97
1M High / 1M Low: 2.10 1.72
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.05
Avg. volume 1W:   0.00
Avg. price 1M:   1.91
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -