JP Morgan Put 60 BSX 20.06.2025/  DE000JT47W23  /

EUWAX
8/2/2024  11:57:12 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.330EUR -2.94% -
Bid Size: -
-
Ask Size: -
Boston Scientific Co... 60.00 USD 6/20/2025 Put
 

Master data

WKN: JT47W2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 6/20/2025
Issue date: 7/22/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.17
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.18
Parity: -1.33
Time value: 0.45
Break-even: 50.49
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.30
Spread abs.: 0.09
Spread %: 25.00%
Delta: -0.21
Theta: -0.01
Omega: -3.25
Rho: -0.17
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.320
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.330
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:   -