JP Morgan Put 52 BSX 21.06.2024/  DE000JL5PN79  /

EUWAX
2024-05-30  11:45:49 AM Chg.- Bid9:00:55 AM Ask9:00:55 AM Underlying Strike price Expiration date Option type
0.017EUR - 0.010
Bid Size: 2,000
0.100
Ask Size: 2,000
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: -78.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.01
Historic volatility: 0.18
Parity: -1.74
Time value: 0.09
Break-even: 51.11
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 47.60
Spread abs.: 0.07
Spread %: 368.42%
Delta: -0.10
Theta: -0.07
Omega: -7.64
Rho: 0.00
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.015
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month
  -5.56%
3 Months
  -67.92%
YTD
  -93.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.015
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:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.120
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   433.04%
Volatility 6M:   1,207.52%
Volatility 1Y:   -
Volatility 3Y:   -