JP Morgan Put 75 BSX 16.01.2026
/ DE000JK95A52
JP Morgan Put 75 BSX 16.01.2026/ DE000JK95A52 /
8/2/2024 10:52:18 AM |
Chg.-0.04 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.05EUR |
-3.67% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
75.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
JK95A5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
5/17/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.42 |
Historic volatility: |
0.18 |
Parity: |
0.05 |
Time value: |
1.15 |
Break-even: |
56.74 |
Moneyness: |
1.01 |
Premium: |
0.17 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.10 |
Spread %: |
9.09% |
Delta: |
-0.36 |
Theta: |
-0.01 |
Omega: |
-2.08 |
Rho: |
-0.54 |
Quote data
Open: |
1.05 |
High: |
1.05 |
Low: |
1.05 |
Previous Close: |
1.09 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.94% |
1 Month |
|
|
+3.96% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.09 |
1.03 |
1M High / 1M Low: |
1.09 |
0.92 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |