JP Morgan Put 72 BSX 16.08.2024
/ DE000JK8Q031
JP Morgan Put 72 BSX 16.08.2024/ DE000JK8Q031 /
| 18/07/2024 12:19:29 |
Chg.+0.020 |
Bid18/07/2024 |
Ask18/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+15.38% |
0.150
Bid Size: 5,000 |
0.180
Ask Size: 5,000 |
Boston Scientific Co... |
72.00 USD |
16/08/2024 |
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: |
16/08/2024 |
| Issue date: |
26/04/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-43.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.17 |
| Parity: |
-0.49 |
| Time value: |
0.16 |
| Break-even: |
64.17 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
2.07 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
-0.27 |
| Theta: |
-0.05 |
| Omega: |
-11.41 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-37.50% |
| 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: |
|
- |
