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JP Morgan Put 50 BSX 17.01.2025/  DE000JL03GU2  /

EUWAX
2024-05-31  9:18:00 AM Chg.-0.010 Bid1:00:14 PM Ask1:00:14 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 3,000		 0.160
Ask Size: 3,000		 BOSTON SCIENTIFIC D... 50.00 - 2025-01-17 Put
 

Master data

WKN: JL03GU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -38.47
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.18
Parity: -1.92
Time value: 0.18
Break-even: 48.20
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 0.52
Spread abs.: 0.07
Spread %: 63.64%
Delta: -0.12
Theta: -0.01
Omega: -4.78
Rho: -0.07
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -15.38%
3 Months
  -54.17%
YTD
  -74.42%
1 Year
  -86.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.140 0.100
6M High / 6M Low: 0.530 0.100
High (YTD): 2024-01-05 0.410
Low (YTD): 2024-05-28 0.100
52W High: 2023-05-31 0.790
52W Low: 2024-05-28 0.100
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.464
Avg. volume 1Y:   0.000
Volatility 1M:   129.58%
Volatility 6M:   87.86%
Volatility 1Y:   76.45%
Volatility 3Y:   -