JP Morgan Call 98 BSX 20.06.2025
/ DE000JT4S9S4
JP Morgan Call 98 BSX 20.06.2025/ DE000JT4S9S4 /
9/10/2024 11:09:36 AM |
Chg.+0.060 |
Bid9/10/2024 |
Ask9/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+12.24% |
0.550 Bid Size: 5,000 |
0.620 Ask Size: 5,000 |
Boston Scientific Co... |
98.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
JT4S9S |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
98.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
7/18/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.17 |
Parity: |
-1.39 |
Time value: |
0.62 |
Break-even: |
95.00 |
Moneyness: |
0.84 |
Premium: |
0.27 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.07 |
Spread %: |
12.73% |
Delta: |
0.40 |
Theta: |
-0.02 |
Omega: |
4.88 |
Rho: |
0.19 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.57% |
1 Month |
|
|
+61.76% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.460 |
1M High / 1M Low: |
0.500 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.476 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.395 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |