JP Morgan Call 74 BSX 21.06.2024
/ DE000JK37QC9
JP Morgan Call 74 BSX 21.06.2024/ DE000JK37QC9 /
| 2024-05-20 12:34:19 PM |
Chg.+0.020 |
Bid2:03:39 PM |
Ask2:03:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
Boston Scientific Co... |
74.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK37QC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
0.06 |
| Time value: |
0.25 |
| Break-even: |
71.19 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
0.57 |
| Theta: |
-0.05 |
| Omega: |
12.47 |
| Rho: |
0.03 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
+112.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.240 |
| 1M High / 1M Low: |
0.400 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
451.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
