JP Morgan Call 86 BSX 17.01.2025
/ DE000JT0QX90
JP Morgan Call 86 BSX 17.01.2025/ DE000JT0QX90 /
| 2024-09-26 11:14:07 AM |
Chg.- |
Bid1:00:11 PM |
Ask1:00:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
0.560
Bid Size: 5,000 |
0.580
Ask Size: 5,000 |
Boston Scientific Co... |
86.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JT0QX9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
-0.26 |
| Time value: |
0.52 |
| Break-even: |
82.13 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
7.06 |
| Rho: |
0.10 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
+34.88% |
| 3 Months |
|
|
+13.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.580 |
| 1M High / 1M Low: |
0.650 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
