JP Morgan Put 52 BSX 21.06.2024/  DE000JL5PN79  /

EUWAX
2024-05-31  11:33:15 AM Chg.-0.007 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.010EUR -41.18% -
Bid Size: -
-
Ask Size: -
BOSTON SCIENTIFIC D... 52.00 - 2024-06-21 Put
 

Master data

WKN: JL5PN7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Put
Strike price: 52.00 -
Maturity: 2024-06-21
Issue date: 2023-06-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -69.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.11
Historic volatility: 0.18
Parity: -1.77
Time value: 0.10
Break-even: 51.00
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 75.05
Spread abs.: 0.09
Spread %: 900.00%
Delta: -0.10
Theta: -0.08
Omega: -7.20
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.52%
1 Month
  -44.44%
3 Months
  -81.13%
YTD
  -96.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.010
1M High / 1M Low: 0.023 0.006
6M High / 6M Low: 0.390 0.002
High (YTD): 2024-01-03 0.280
Low (YTD): 2024-04-24 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   466.96%
Volatility 6M:   1,209.23%
Volatility 1Y:   -
Volatility 3Y:   -