JP Morgan Call 86 BSX 21.02.2025
/ DE000JT22BK7
JP Morgan Call 86 BSX 21.02.2025/ DE000JT22BK7 /
2024-08-16 3:52:53 PM |
Chg.+0.010 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+2.22% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
86.00 USD |
2025-02-21 |
Call |
Master data
WKN: |
JT22BK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
86.00 USD |
Maturity: |
2025-02-21 |
Issue date: |
2024-06-27 |
Last trading day: |
2025-02-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.18 |
Parity: |
-0.77 |
Time value: |
0.51 |
Break-even: |
83.48 |
Moneyness: |
0.90 |
Premium: |
0.18 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.04 |
Spread %: |
8.51% |
Delta: |
0.43 |
Theta: |
-0.02 |
Omega: |
5.92 |
Rho: |
0.13 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.55% |
1 Month |
|
|
-20.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.430 |
1M High / 1M Low: |
0.690 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.470 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |