JP Morgan Put 84 BSX 21.02.2025
/ DE000JT82JG2
JP Morgan Put 84 BSX 21.02.2025/ DE000JT82JG2 /
| 26/09/2024 10:48:52 |
Chg.- |
Bid17:06:46 |
Ask17:06:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
- |
0.680
Bid Size: 100,000 |
0.690
Ask Size: 100,000 |
Boston Scientific Co... |
84.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT82JG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
84.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
13/09/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.16 |
| Parity: |
0.08 |
| Time value: |
0.64 |
| Break-even: |
67.96 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
4.35% |
| Delta: |
-0.45 |
| Theta: |
-0.02 |
| Omega: |
-4.61 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.640 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
