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JP Morgan Call 55 BSX 17.01.2025/  DE000JL03GS6  /

EUWAX
2024-05-30  9:17:58 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.14EUR - -
Bid Size: -		 -
Ask Size: -		 BOSTON SCIENTIFIC D... 55.00 - 2025-01-17 Call
 

Master data

WKN: JL03GS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.08
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 1.47
Implied volatility: 0.68
Historic volatility: 0.18
Parity: 1.47
Time value: 0.79
Break-even: 77.60
Moneyness: 1.27
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 2.26%
Delta: 0.77
Theta: -0.03
Omega: 2.38
Rho: 0.20
 

Quote data

Open: 2.14
High: 2.14
Low: 2.14
Previous Close: 2.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.38%
1 Month  
+4.90%
3 Months  
+31.29%
YTD  
+114.00%
1 Year  
+109.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.30 2.14
1M High / 1M Low: 2.30 2.00
6M High / 6M Low: 2.30 0.94
High (YTD): 2024-05-28 2.30
Low (YTD): 2024-01-02 1.08
52W High: 2024-05-28 2.30
52W Low: 2023-10-27 0.77
Avg. price 1W:   2.23
Avg. volume 1W:   0.00
Avg. price 1M:   2.14
Avg. volume 1M:   0.00
Avg. price 6M:   1.58
Avg. volume 6M:   0.00
Avg. price 1Y:   1.26
Avg. volume 1Y:   0.00
Volatility 1M:   56.36%
Volatility 6M:   59.88%
Volatility 1Y:   66.08%
Volatility 3Y:   -