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JP Morgan Call 50 BSX 17.01.2025/  DE000JL03GR8  /

EUWAX
2024-05-20  9:01:57 AM Chg.+0.03 Bid1:00:25 PM Ask1:00:25 PM Underlying Strike price Expiration date Option type
2.60EUR +1.17% -
Bid Size: -		 -
Ask Size: -		 BOSTON SCIENTIFIC D... 50.00 - 2025-01-17 Call
 

Master data

WKN: JL03GR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 1.99
Intrinsic value: 1.87
Implied volatility: 0.72
Historic volatility: 0.18
Parity: 1.87
Time value: 0.70
Break-even: 75.70
Moneyness: 1.37
Premium: 0.10
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.39%
Delta: 0.81
Theta: -0.03
Omega: 2.16
Rho: 0.20
 

Quote data

Open: 2.60
High: 2.60
Low: 2.60
Previous Close: 2.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.36%
1 Month  
+28.08%
3 Months  
+30.00%
YTD  
+106.35%
1 Year  
+92.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.57 2.41
1M High / 1M Low: 2.59 2.05
6M High / 6M Low: 2.59 1.17
High (YTD): 2024-05-10 2.59
Low (YTD): 2024-01-02 1.35
52W High: 2024-05-10 2.59
52W Low: 2023-10-27 0.99
Avg. price 1W:   2.51
Avg. volume 1W:   0.00
Avg. price 1M:   2.44
Avg. volume 1M:   0.00
Avg. price 6M:   1.81
Avg. volume 6M:   4.03
Avg. price 1Y:   1.49
Avg. volume 1Y:   3.94
Volatility 1M:   95.28%
Volatility 6M:   52.68%
Volatility 1Y:   57.75%
Volatility 3Y:   -