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JP Morgan Call 65 BSX 21.06.2024/  DE000JL16886  /

EUWAX
2024-05-20  9:17:20 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.960EUR - -
Bid Size: -		 -
Ask Size: -		 BOSTON SCIENTIFIC D... 65.00 - 2024-06-21 Call
 

Master data

WKN: JL1688
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-21
Issue date: 2023-04-26
Last trading day: 2024-05-24
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.26
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.47
Implied volatility: 1.11
Historic volatility: 0.18
Parity: 0.47
Time value: 0.49
Break-even: 74.60
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 2.49
Spread abs.: -0.05
Spread %: -4.95%
Delta: 0.66
Theta: -0.17
Omega: 4.77
Rho: 0.02
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.960
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+17.07%
3 Months  
+54.84%
YTD  
+300.00%
1 Year  
+146.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.970 0.780
6M High / 6M Low: 0.970 0.210
High (YTD): 2024-05-16 0.970
Low (YTD): 2024-01-03 0.280
52W High: 2024-05-16 0.970
52W Low: 2023-10-27 0.160
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.869
Avg. volume 1M:   769.231
Avg. price 6M:   0.536
Avg. volume 6M:   86.957
Avg. price 1Y:   0.403
Avg. volume 1Y:   40.650
Volatility 1M:   130.63%
Volatility 6M:   118.53%
Volatility 1Y:   135.20%
Volatility 3Y:   -