JP Morgan Call 86 BSX 17.01.2025
/ DE000JT0QX90
JP Morgan Call 86 BSX 17.01.2025/ DE000JT0QX90 /
8/16/2024 11:16:27 AM |
Chg.+0.020 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+5.56% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
86.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
5/23/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.18 |
Parity: |
-0.70 |
Time value: |
0.44 |
Break-even: |
82.39 |
Moneyness: |
0.91 |
Premium: |
0.16 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.04 |
Spread %: |
10.00% |
Delta: |
0.41 |
Theta: |
-0.02 |
Omega: |
6.67 |
Rho: |
0.10 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
-22.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.350 |
1M High / 1M Low: |
0.510 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.366 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.379 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |