JP Morgan Put 70 BSX 16.01.2026
/ DE000JK7AUS1
JP Morgan Put 70 BSX 16.01.2026/ DE000JK7AUS1 /
2024-11-15 2:04:23 PM |
Chg.+0.010 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
+1.89% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
70.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
JK7AUS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-15 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.15 |
Parity: |
-1.61 |
Time value: |
0.62 |
Break-even: |
60.32 |
Moneyness: |
0.80 |
Premium: |
0.27 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.09 |
Spread %: |
18.18% |
Delta: |
-0.22 |
Theta: |
-0.01 |
Omega: |
-2.93 |
Rho: |
-0.28 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.88% |
1 Month |
|
|
-5.26% |
3 Months |
|
|
-26.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.500 |
1M High / 1M Low: |
0.630 |
0.500 |
6M High / 6M Low: |
0.940 |
0.500 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.522 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.569 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.728 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.94% |
Volatility 6M: |
|
56.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |