JP Morgan Put 70 BSX 16.01.2026/  DE000JK7AUS1  /

EUWAX
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:   -