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: |
|
- |
