JP Morgan Call 85 BSX 18.06.2026
/ DE000JT9E2J9
JP Morgan Call 85 BSX 18.06.2026/ DE000JT9E2J9 /
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: |
|
- |