JP Morgan Put 62 BSX 21.02.2025/  DE000JT47VW7  /

EUWAX
8/7/2024  11:49:47 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.280EUR - -
Bid Size: -
-
Ask Size: -
BOSTON SCIENTIFIC D... 62.00 - 2/21/2025 Put
 

Master data

WKN: JT47VW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOSTON SCIENTIFIC DL-,01
Type: Warrant
Option type: Put
Strike price: 62.00 -
Maturity: 2/21/2025
Issue date: 7/22/2024
Last trading day: 8/8/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.71
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.18
Parity: -0.90
Time value: 0.36
Break-even: 58.40
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.37
Spread abs.: 0.06
Spread %: 20.00%
Delta: -0.25
Theta: -0.02
Omega: -4.94
Rho: -0.11
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.340
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -