JP Morgan Put 76 BSX 15.11.2024
/ DE000JT1FLR5
JP Morgan Put 76 BSX 15.11.2024/ DE000JT1FLR5 /
| 26/09/2024 11:15:13 |
Chg.- |
Bid15:32:15 |
Ask15:32:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
- |
0.160
Bid Size: 5,000 |
0.190
Ask Size: 5,000 |
Boston Scientific Co... |
76.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JT1FLR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
23/05/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.16 |
| Parity: |
-0.63 |
| Time value: |
0.18 |
| Break-even: |
66.21 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
-0.25 |
| Theta: |
-0.03 |
| Omega: |
-10.20 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-69.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.150 |
| 1M High / 1M Low: |
0.320 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
