JP Morgan Put 70 BSX 16.08.2024
/ DE000JK673L9
JP Morgan Put 70 BSX 16.08.2024/ DE000JK673L9 /
| 7/17/2024 12:49:30 PM |
Chg.- |
Bid8:00:11 AM |
Ask8:00:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
- |
0.100
Bid Size: 3,000 |
0.160
Ask Size: 3,000 |
Boston Scientific Co... |
70.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JK673L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
4/15/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.17 |
| Parity: |
-0.75 |
| Time value: |
0.13 |
| Break-even: |
62.91 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
3.07 |
| Spread abs.: |
0.05 |
| Spread %: |
52.94% |
| Delta: |
-0.20 |
| Theta: |
-0.05 |
| Omega: |
-11.16 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.085 |
| High: |
0.086 |
| Low: |
0.085 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.53% |
| 1 Month |
|
|
-52.22% |
| 3 Months |
|
|
-85.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.068 |
| 1M High / 1M Low: |
0.180 |
0.068 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
