JP Morgan Put 65 BSX 15.11.2024
/ DE000JK45TT0
JP Morgan Put 65 BSX 15.11.2024/ DE000JK45TT0 /
12/06/2024 08:47:00 |
Chg.-0.010 |
Bid14:02:42 |
Ask14:02:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-5.00% |
0.190 Bid Size: 5,000 |
0.230 Ask Size: 5,000 |
Boston Scientific Co... |
65.00 USD |
15/11/2024 |
Put |
Master data
WKN: |
JK45TT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boston Scientific Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
19/03/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.18 |
Parity: |
-1.13 |
Time value: |
0.26 |
Break-even: |
57.92 |
Moneyness: |
0.84 |
Premium: |
0.19 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.05 |
Spread %: |
23.81% |
Delta: |
-0.21 |
Theta: |
-0.02 |
Omega: |
-5.68 |
Rho: |
-0.07 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.200 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.64% |
1 Month |
|
|
-29.63% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.200 |
1M High / 1M Low: |
0.310 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.249 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |