JP Morgan Put 68 BSX 17.01.2025
/ DE000JK440R0
JP Morgan Put 68 BSX 17.01.2025/ DE000JK440R0 /
2024-08-16 12:32:00 PM |
Chg.-0.040 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-13.79% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
68.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
JK440R |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
68.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-03-07 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
-0.87 |
Time value: |
0.28 |
Break-even: |
59.15 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.04 |
Spread %: |
14.81% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-5.96 |
Rho: |
-0.08 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.56% |
1 Month |
|
|
-19.35% |
3 Months |
|
|
-45.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.250 |
1M High / 1M Low: |
0.470 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.308 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.349 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |