JP Morgan Call 75 BSX 20.06.2025
/ DE000JB9HYD7
JP Morgan Call 75 BSX 20.06.2025/ DE000JB9HYD7 /
2024-05-31 11:21:45 AM |
Chg.-0.02 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.27EUR |
-1.55% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
75.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
JB9HYD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-01-03 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
0.05 |
Time value: |
1.19 |
Break-even: |
81.58 |
Moneyness: |
1.01 |
Premium: |
0.17 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.06 |
Spread %: |
4.65% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
3.50 |
Rho: |
0.33 |
Quote data
Open: |
1.27 |
High: |
1.27 |
Low: |
1.27 |
Previous Close: |
1.29 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.05% |
1 Month |
|
|
+8.55% |
3 Months |
|
|
+44.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.34 |
1.27 |
1M High / 1M Low: |
1.34 |
1.13 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
43.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |