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JP Morgan Put 40 BSX 17.01.2025/  DE000JL03GQ0  /

EUWAX
2024-06-13  9:12:09 AM Chg.+0.006 Bid10:33:28 AM Ask10:33:28 AM Underlying Strike price Expiration date Option type
0.055EUR +12.24% 0.056
Bid Size: 2,000		 0.150
Ask Size: 2,000		 BOSTON SCIENTIFIC D... 40.00 - 2025-01-17 Put
 

Master data

WKN: JL03GQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.18
Parity: -3.16
Time value: 0.15
Break-even: 38.50
Moneyness: 0.56
Premium: 0.46
Premium p.a.: 0.89
Spread abs.: 0.10
Spread %: 172.73%
Delta: -0.07
Theta: -0.01
Omega: -3.55
Rho: -0.04
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -12.70%
3 Months
  -50.00%
YTD
  -71.05%
1 Year
  -85.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.039
1M High / 1M Low: 0.068 0.039
6M High / 6M Low: 0.220 0.039
High (YTD): 2024-01-02 0.190
Low (YTD): 2024-06-11 0.039
52W High: 2023-08-18 0.400
52W Low: 2024-06-11 0.039
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   0.216
Avg. volume 1Y:   0.000
Volatility 1M:   135.53%
Volatility 6M:   109.25%
Volatility 1Y:   95.77%
Volatility 3Y:   -