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JP Morgan Put 72 BSX 21.06.2024/  DE000JK8CGZ9  /

EUWAX
2024-05-17  12:38:00 PM Chg.0.000 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Boston Scientific Co... 72.00 USD 2024-06-21 Put
 

Master data

WKN: JK8CGZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Put
Strike price: 72.00 USD
Maturity: 2024-06-21
Issue date: 2024-04-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.40
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -0.24
Time value: 0.17
Break-even: 64.54
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.87
Spread abs.: 0.03
Spread %: 21.43%
Delta: -0.33
Theta: -0.04
Omega: -13.50
Rho: -0.02
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.150
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -