JP Morgan Call 98 BSX 20.06.2025/  DE000JT4S9S4  /

EUWAX
10/11/2024  11:22:14 AM Chg.+0.020 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.630EUR +3.28% -
Bid Size: -
-
Ask Size: -
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: 10.76
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.15
Parity: -1.00
Time value: 0.74
Break-even: 97.02
Moneyness: 0.89
Premium: 0.22
Premium p.a.: 0.33
Spread abs.: 0.06
Spread %: 8.82%
Delta: 0.45
Theta: -0.02
Omega: 4.84
Rho: 0.20
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.55%
1 Month  
+14.55%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.520
1M High / 1M Low: 0.630 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.536
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -