JP Morgan Call 75 BSX 15.11.2024
/ DE000JK4K6L2
JP Morgan Call 75 BSX 15.11.2024/ DE000JK4K6L2 /
2024-05-31 11:22:53 AM |
Chg.-0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-2.47% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
75.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK4K6L |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.38 |
Historic volatility: |
0.18 |
Parity: |
0.05 |
Time value: |
0.73 |
Break-even: |
76.97 |
Moneyness: |
1.01 |
Premium: |
0.10 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.04 |
Spread %: |
4.94% |
Delta: |
0.59 |
Theta: |
-0.02 |
Omega: |
5.23 |
Rho: |
0.15 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.82% |
1 Month |
|
|
+9.72% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.790 |
1M High / 1M Low: |
0.860 |
0.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.824 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.773 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |