JP Morgan Put 60 BSX 16.08.2024/  DE000JB88QP3  /

EUWAX
2024-05-31  10:30:03 AM Chg.-0.002 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.045EUR -4.26% -
Bid Size: -
-
Ask Size: -
Boston Scientific Co... 60.00 USD 2024-08-16 Put
 

Master data

WKN: JB88QP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2024-08-16
Issue date: 2024-01-11
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.18
Parity: -1.38
Time value: 0.11
Break-even: 54.29
Moneyness: 0.80
Premium: 0.22
Premium p.a.: 1.53
Spread abs.: 0.06
Spread %: 139.13%
Delta: -0.13
Theta: -0.02
Omega: -8.03
Rho: -0.02
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -50.00%
3 Months
  -83.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.035
1M High / 1M Low: 0.099 0.035
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -