JP Morgan Call 98 BSX 20.06.2025/  DE000JT4S9S4  /

EUWAX
02/08/2024  10:58:18 Chg.+0.050 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.340EUR +17.24% -
Bid Size: -
-
Ask Size: -
Boston Scientific Co... 98.00 USD 20/06/2025 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: 20/06/2025
Issue date: 18/07/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.74
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -2.15
Time value: 0.38
Break-even: 93.67
Moneyness: 0.76
Premium: 0.37
Premium p.a.: 0.43
Spread abs.: 0.09
Spread %: 31.25%
Delta: 0.30
Theta: -0.01
Omega: 5.35
Rho: 0.15
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.03%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -