JP Morgan Put 68 BSX 17.01.2025
/ DE000JK440R0
JP Morgan Put 68 BSX 17.01.2025/ DE000JK440R0 /
18/10/2024 12:41:44 |
Chg.+0.020 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+18.18% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
68.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
07/03/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-58.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.15 |
Parity: |
-1.85 |
Time value: |
0.14 |
Break-even: |
61.19 |
Moneyness: |
0.77 |
Premium: |
0.24 |
Premium p.a.: |
1.43 |
Spread abs.: |
0.05 |
Spread %: |
50.00% |
Delta: |
-0.12 |
Theta: |
-0.02 |
Omega: |
-7.09 |
Rho: |
-0.03 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
-18.75% |
3 Months |
|
|
-64.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.100 |
1M High / 1M Low: |
0.160 |
0.100 |
6M High / 6M Low: |
0.750 |
0.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.323 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.11% |
Volatility 6M: |
|
115.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |