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JP Morgan Call 65 BSX 17.01.2025/  DE000JL09BN5  /

EUWAX
2024-05-31  10:00:28 AM Chg.0.00 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.48EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BOSTON SCIENTIFIC D... 65.00 - 2025-01-17 Call
 

Master data

WKN: JL09BN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.44
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.47
Implied volatility: 0.59
Historic volatility: 0.18
Parity: 0.47
Time value: 1.10
Break-even: 80.70
Moneyness: 1.07
Premium: 0.16
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 3.29%
Delta: 0.67
Theta: -0.03
Omega: 2.96
Rho: 0.19
 

Quote data

Open: 1.48
High: 1.48
Low: 1.48
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.07%
1 Month  
+8.03%
3 Months  
+38.32%
YTD  
+159.65%
1 Year  
+127.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.58 1.48
1M High / 1M Low: 1.58 1.35
6M High / 6M Low: 1.58 0.53
High (YTD): 2024-05-28 1.58
Low (YTD): 2024-01-02 0.64
52W High: 2024-05-28 1.58
52W Low: 2023-10-12 0.42
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   1.02
Avg. volume 6M:   0.00
Avg. price 1Y:   0.79
Avg. volume 1Y:   0.00
Volatility 1M:   60.90%
Volatility 6M:   76.18%
Volatility 1Y:   83.77%
Volatility 3Y:   -