OverviewChartNewsTraderScreen

JP Morgan Put 40 BSX 17.01.2025/  DE000JL03GQ0  /

EUWAX
2024-05-20  9:01:57 AM Chg.-0.001 Bid2:03:39 PM Ask2:03:39 PM Underlying Strike price Expiration date Option type
0.058EUR -1.69% -
Bid Size: -		 -
Ask Size: -		 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: -45.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.18
Parity: -2.87
Time value: 0.15
Break-even: 38.50
Moneyness: 0.58
Premium: 0.44
Premium p.a.: 0.73
Spread abs.: 0.09
Spread %: 145.90%
Delta: -0.08
Theta: -0.01
Omega: -3.66
Rho: -0.05
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.94%
1 Month
  -38.95%
3 Months
  -51.67%
YTD
  -69.47%
1 Year
  -84.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.059
1M High / 1M Low: 0.092 0.059
6M High / 6M Low: 0.250 0.059
High (YTD): 2024-01-02 0.190
Low (YTD): 2024-05-17 0.059
52W High: 2023-05-31 0.420
52W Low: 2024-05-17 0.059
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   0.239
Avg. volume 1Y:   0.000
Volatility 1M:   131.38%
Volatility 6M:   100.43%
Volatility 1Y:   89.97%
Volatility 3Y:   -