JP Morgan Call 70 BSX 20.06.2025/  DE000JB8KEW5  /

EUWAX
2024-05-31  10:17:02 AM Chg.+0.05 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.51EUR +3.42% -
Bid Size: -
-
Ask Size: -
Boston Scientific Co... 70.00 USD 2025-06-20 Call
 

Master data

WKN: JB8KEW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-13
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.72
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.51
Implied volatility: 0.39
Historic volatility: 0.18
Parity: 0.51
Time value: 0.96
Break-even: 79.27
Moneyness: 1.08
Premium: 0.14
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 3.90%
Delta: 0.69
Theta: -0.02
Omega: 3.25
Rho: 0.35
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.34%
1 Month  
+10.22%
3 Months  
+38.53%
YTD  
+155.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 1.46
1M High / 1M Low: 1.59 1.37
6M High / 6M Low: - -
High (YTD): 2024-05-28 1.59
Low (YTD): 2024-01-03 0.66
52W High: - -
52W Low: - -
Avg. price 1W:   1.53
Avg. volume 1W:   150
Avg. price 1M:   1.48
Avg. volume 1M:   59.52
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -