JP Morgan Call 94 BSX 20.06.2025
/ DE000JT98JM6
JP Morgan Call 94 BSX 20.06.2025/ DE000JT98JM6 /
| 15/10/2024 16:24:19 |
Chg.+0.020 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+2.44% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
94.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JT98JM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
03/09/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.15 |
| Parity: |
-0.59 |
| Time value: |
0.83 |
| Break-even: |
94.42 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
5.88% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
4.85 |
| Rho: |
0.22 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.840 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.700 |
| 1M High / 1M Low: |
0.820 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.775 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.678 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
