JP Morgan Call 66 BSX 21.06.2024
/ DE000JL93RZ9
JP Morgan Call 66 BSX 21.06.2024/ DE000JL93RZ9 /
| 2024-05-17 10:03:14 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BOSTON SCIENTIFIC D... |
66.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL93RZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BOSTON SCIENTIFIC DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.18 |
| Parity: |
0.37 |
| Time value: |
0.49 |
| Break-even: |
74.60 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
2.49 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.15% |
| Delta: |
0.64 |
| Theta: |
-0.16 |
| Omega: |
5.17 |
| Rho: |
0.02 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.33% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
+340.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.890 |
0.710 |
| 6M High / 6M Low: |
0.890 |
0.180 |
| High (YTD): |
2024-05-10 |
0.890 |
| Low (YTD): |
2024-01-04 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.486 |
| Avg. volume 6M: |
|
131.579 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.36% |
| Volatility 6M: |
|
135.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
