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: |
|
- |
