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JP Morgan Put 55 BSX 17.01.2025/  DE000JB1AJJ7  /

EUWAX
2024-05-31  12:22:55 PM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% -
Bid Size: -		 -
Ask Size: -		 Boston Scientific Co... 55.00 USD 2025-01-17 Put
 

Master data

WKN: JB1AJJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 2025-01-17
Issue date: 2023-08-31
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.18
Parity: -1.90
Time value: 0.21
Break-even: 48.60
Moneyness: 0.73
Premium: 0.30
Premium p.a.: 0.52
Spread abs.: 0.06
Spread %: 40.00%
Delta: -0.13
Theta: -0.01
Omega: -4.47
Rho: -0.07
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -23.81%
3 Months
  -51.52%
YTD
  -73.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.210 0.140
6M High / 6M Low: 0.720 0.140
High (YTD): 2024-01-03 0.610
Low (YTD): 2024-05-28 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.72%
Volatility 6M:   78.99%
Volatility 1Y:   -
Volatility 3Y:   -