JP Morgan Put 60 BSX 20.06.2025/  DE000JB9DGR3  /

EUWAX
6/11/2024  10:47:33 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 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: JB9DGR
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: 1/11/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.18
Parity: -1.62
Time value: 0.42
Break-even: 51.54
Moneyness: 0.77
Premium: 0.28
Premium p.a.: 0.28
Spread abs.: 0.08
Spread %: 23.53%
Delta: -0.19
Theta: -0.01
Omega: -3.25
Rho: -0.18
 

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
  -8.33%
1 Month
  -15.38%
3 Months
  -48.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.330
1M High / 1M Low: 0.410 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -