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JP Morgan Put 56 BSX 21.06.2024/  DE000JB7UDN7  /

EUWAX
5/31/2024  11:29:16 AM Chg.-0.005 Bid4:13:15 PM Ask4:13:15 PM Underlying Strike price Expiration date Option type
0.011EUR -31.25% 0.014
Bid Size: 30,000		 0.034
Ask Size: 30,000		 Boston Scientific Co... 56.00 USD 6/21/2024 Put
 

Master data

WKN: JB7UDN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Put
Strike price: 56.00 USD
Maturity: 6/21/2024
Issue date: 11/27/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -75.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.06
Historic volatility: 0.18
Parity: -1.75
Time value: 0.09
Break-even: 50.78
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 59.83
Spread abs.: 0.08
Spread %: 666.67%
Delta: -0.10
Theta: -0.07
Omega: -7.47
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.62%
1 Month
  -54.17%
3 Months
  -88.89%
YTD
  -97.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.016
1M High / 1M Low: 0.026 0.009
6M High / 6M Low: 0.550 0.005
High (YTD): 1/3/2024 0.420
Low (YTD): 4/24/2024 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.97%
Volatility 6M:   567.01%
Volatility 1Y:   -
Volatility 3Y:   -