JP Morgan Call 94 BSX 17.01.2025
/ DE000JV0UXQ9
JP Morgan Call 94 BSX 17.01.2025/ DE000JV0UXQ9 /
18/10/2024 09:58:35 |
Chg.-0.030 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-7.69% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
94.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
JV0UXQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
94.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
25/09/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.15 |
Parity: |
-0.55 |
Time value: |
0.47 |
Break-even: |
91.19 |
Moneyness: |
0.94 |
Premium: |
0.13 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.03 |
Spread %: |
6.82% |
Delta: |
0.43 |
Theta: |
-0.04 |
Omega: |
7.41 |
Rho: |
0.07 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.70% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.360 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.388 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |