JP Morgan Put 50 BSX 16.08.2024/  DE000JB698S2  /

EUWAX
6/20/2024  12:02:06 PM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.018EUR - -
Bid Size: -
-
Ask Size: -
BOSTON SCIENTIFIC D... 50.00 - 8/16/2024 Put
 

Master data

WKN: JB698S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 8/16/2024
Issue date: 12/18/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -73.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.05
Historic volatility: 0.17
Parity: -2.17
Time value: 0.10
Break-even: 49.02
Moneyness: 0.70
Premium: 0.32
Premium p.a.: 27.26
Spread abs.: 0.08
Spread %: 444.44%
Delta: -0.09
Theta: -0.06
Omega: -6.36
Rho: -0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.019
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+12.50%
3 Months
  -67.86%
YTD
  -93.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.021 0.016
6M High / 6M Low: 0.220 0.015
High (YTD): 1/3/2024 0.290
Low (YTD): 6/11/2024 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   354.37%
Volatility 6M:   222.60%
Volatility 1Y:   -
Volatility 3Y:   -