JP Morgan Call 92 BSX 20.06.2025
/ DE000JT2DVB1
JP Morgan Call 92 BSX 20.06.2025/ DE000JT2DVB1 /
09/09/2024 10:24:52 |
Chg.- |
Bid09:45:30 |
Ask09:45:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
- |
0.760 Bid Size: 5,000 |
0.820 Ask Size: 5,000 |
Boston Scientific Co... |
92.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
JT2DVB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
27/06/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.17 |
Parity: |
-0.85 |
Time value: |
0.82 |
Break-even: |
91.57 |
Moneyness: |
0.90 |
Premium: |
0.22 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.06 |
Spread %: |
7.89% |
Delta: |
0.48 |
Theta: |
-0.02 |
Omega: |
4.40 |
Rho: |
0.22 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.08% |
1 Month |
|
|
+36.73% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.650 |
1M High / 1M Low: |
0.700 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.577 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |