JP Morgan Put 55 BSX 17.01.2025/  DE000JB1AJJ7  /

EUWAX
8/2/2024  11:53:51 AM Chg.0.000 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% -
Bid Size: -
-
Ask Size: -
Boston Scientific Co... 55.00 USD 1/17/2025 Put
 

Master data

WKN: JB1AJJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 1/17/2025
Issue date: 8/31/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -34.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.18
Parity: -1.79
Time value: 0.20
Break-even: 48.41
Moneyness: 0.74
Premium: 0.29
Premium p.a.: 0.75
Spread abs.: 0.07
Spread %: 53.85%
Delta: -0.14
Theta: -0.01
Omega: -4.74
Rho: -0.05
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.33%
3 Months
  -45.00%
YTD
  -81.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.110
1M High / 1M Low: 0.120 0.089
6M High / 6M Low: 0.400 0.089
High (YTD): 1/3/2024 0.610
Low (YTD): 7/24/2024 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.13%
Volatility 6M:   94.37%
Volatility 1Y:   -
Volatility 3Y:   -