JP Morgan Put 45 BSX 17.01.2025/  DE000JL03GT4  /

EUWAX
2024-05-30  9:17:58 AM Chg.+0.003 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.083EUR +3.75% -
Bid Size: -
-
Ask Size: -
BOSTON SCIENTIFIC D... 45.00 - 2025-01-17 Put
 

Master data

WKN: JL03GT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -43.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.18
Parity: -2.44
Time value: 0.16
Break-even: 43.40
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.65
Spread abs.: 0.08
Spread %: 105.13%
Delta: -0.10
Theta: -0.01
Omega: -4.20
Rho: -0.05
 

Quote data

Open: 0.083
High: 0.083
Low: 0.083
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.79%
1 Month
  -12.63%
3 Months
  -48.13%
YTD
  -71.38%
1 Year
  -85.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.072
1M High / 1M Low: 0.096 0.072
6M High / 6M Low: 0.380 0.072
High (YTD): 2024-01-05 0.280
Low (YTD): 2024-05-28 0.072
52W High: 2023-05-31 0.590
52W Low: 2024-05-28 0.072
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   0.332
Avg. volume 1Y:   0.000
Volatility 1M:   108.36%
Volatility 6M:   90.77%
Volatility 1Y:   81.03%
Volatility 3Y:   -