JP Morgan Put 88 BSX 17.01.2025/  DE000JV3WPH4  /

EUWAX
2024-10-18  3:58:49 PM Chg.+0.020 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.610EUR +3.39% -
Bid Size: -
-
Ask Size: -
Boston Scientific Co... 88.00 USD 2025-01-17 Put
 

Master data

WKN: JV3WPH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boston Scientific Corporation
Type: Warrant
Option type: Put
Strike price: 88.00 USD
Maturity: 2025-01-17
Issue date: 2024-10-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.07
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.15
Parity: -0.01
Time value: 0.62
Break-even: 74.77
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 5.08%
Delta: -0.44
Theta: -0.03
Omega: -5.79
Rho: -0.10
 

Quote data

Open: 0.680
High: 0.680
Low: 0.610
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
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:   -