JP Morgan Put 76 BSX 15.11.2024
/ DE000JT1FLR5
JP Morgan Put 76 BSX 15.11.2024/ DE000JT1FLR5 /
10/18/2024 11:37:56 AM |
Chg.+0.033 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+37.93% |
- Bid Size: - |
- Ask Size: - |
Boston Scientific Co... |
76.00 USD |
11/15/2024 |
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: |
11/15/2024 |
Issue date: |
5/23/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-73.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.15 |
Parity: |
-1.11 |
Time value: |
0.11 |
Break-even: |
68.83 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
5.67 |
Spread abs.: |
0.04 |
Spread %: |
60.00% |
Delta: |
-0.15 |
Theta: |
-0.06 |
Omega: |
-11.24 |
Rho: |
-0.01 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.087 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-36.84% |
3 Months |
|
|
-78.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.085 |
1M High / 1M Low: |
0.190 |
0.085 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.144 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
216.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |