JP Morgan Call 90 BSX 16.01.2026
/ DE000JK7K5R8
JP Morgan Call 90 BSX 16.01.2026/ DE000JK7K5R8 /
| 10/11/2024 11:32:06 AM |
Chg.+0.03 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
+2.17% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
90.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JK7K5R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/11/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.15 |
| Parity: |
-0.27 |
| Time value: |
1.41 |
| Break-even: |
96.39 |
| Moneyness: |
0.97 |
| Premium: |
0.21 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
6.21% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
3.36 |
| Rho: |
0.42 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.90% |
| 1 Month |
|
|
+13.71% |
| 3 Months |
|
|
+42.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.23 |
| 1M High / 1M Low: |
1.41 |
1.16 |
| 6M High / 6M Low: |
1.41 |
0.68 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.22% |
| Volatility 6M: |
|
87.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
