JP Morgan Call 90 BSX 18.06.2026/  DE000JT9E2K7  /

EUWAX
2024-11-15  8:10:51 AM Chg.-0.13 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
1.74EUR -6.95% -
Bid Size: -
-
Ask Size: -
Boston Scientific Co... 90.00 USD 2026-06-18 Call
 

Master data

WKN: JT9E2K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2026-06-18
Issue date: 2024-09-03
Last trading day: 2026-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.70
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.15
Parity: -0.29
Time value: 1.76
Break-even: 103.06
Moneyness: 0.97
Premium: 0.25
Premium p.a.: 0.15
Spread abs.: 0.09
Spread %: 5.71%
Delta: 0.61
Theta: -0.02
Omega: 2.89
Rho: 0.53
 

Quote data

Open: 1.74
High: 1.74
Low: 1.74
Previous Close: 1.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.35%
1 Month  
+2.96%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.91 1.74
1M High / 1M Low: 1.91 1.51
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.83
Avg. volume 1W:   600
Avg. price 1M:   1.69
Avg. volume 1M:   136.36
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -