JP Morgan Put 72 BSX 16.08.2024
/ DE000JK8Q031
JP Morgan Put 72 BSX 16.08.2024/ DE000JK8Q031 /
7/17/2024 12:51:37 PM |
Chg.- |
Bid8:00:11 AM |
Ask8:00:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
- |
0.140 Bid Size: 5,000 |
0.190 Ask Size: 5,000 |
Boston Scientific Co... |
72.00 USD |
8/16/2024 |
Put |
Master data
WKN: |
JK8Q03 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
72.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
4/26/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-48.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.17 |
Parity: |
-0.56 |
Time value: |
0.15 |
Break-even: |
64.57 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
2.16 |
Spread abs.: |
0.04 |
Spread %: |
33.33% |
Delta: |
-0.24 |
Theta: |
-0.05 |
Omega: |
-11.82 |
Rho: |
-0.02 |
Quote data
Open: |
0.120 |
High: |
0.130 |
Low: |
0.120 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
-45.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.100 |
1M High / 1M Low: |
0.240 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.163 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |