JP Morgan Call 85 BSX 21.02.2025
/ DE000JT22BJ9
JP Morgan Call 85 BSX 21.02.2025/ DE000JT22BJ9 /
| 26/09/2024 10:28:14 |
Chg.- |
Bid17:58:41 |
Ask17:58:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
- |
0.710
Bid Size: 100,000 |
0.720
Ask Size: 100,000 |
Boston Scientific Co... |
85.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT22BJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
-0.17 |
| Time value: |
0.73 |
| Break-even: |
83.35 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
4.29% |
| Delta: |
0.54 |
| Theta: |
-0.03 |
| Omega: |
5.47 |
| Rho: |
0.13 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.58% |
| 1 Month |
|
|
+24.56% |
| 3 Months |
|
|
+14.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.710 |
| 1M High / 1M Low: |
0.810 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
