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.- |
Bid09:14:18 |
Ask09:14:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
- |
0.820
Bid Size: 5,000 |
0.870
Ask Size: 5,000 |
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: |
9.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.15 |
| Parity: |
-0.66 |
| Time value: |
0.80 |
| Break-even: |
94.37 |
| Moneyness: |
0.92 |
| Premium: |
0.18 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
6.10% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
4.87 |
| Rho: |
0.21 |
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 |
|
|
+9.09% |
| 1 Month |
|
|
+25.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.770 |
| 1M High / 1M Low: |
0.840 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
