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JP Morgan Put 330 VX1 21.06.2024/  DE000JL0S7R1  /

EUWAX
5/31/2024  10:36:28 AM Chg.-0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.002EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 VERTEX PHARMAC. D... 330.00 - 6/21/2024 Put
 

Master data

WKN: JL0S7R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Put
Strike price: 330.00 -
Maturity: 6/21/2024
Issue date: 4/14/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.15
Historic volatility: 0.21
Parity: -8.97
Time value: 1.00
Break-even: 320.00
Moneyness: 0.79
Premium: 0.24
Premium p.a.: 47.93
Spread abs.: 1.00
Spread %: 99,900.00%
Delta: -0.15
Theta: -0.65
Omega: -6.31
Rho: -0.04
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -98.95%
3 Months
  -99.31%
YTD
  -99.71%
1 Year
  -99.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.170 0.001
6M High / 6M Low: 1.960 0.001
High (YTD): 1/5/2024 0.710
Low (YTD): 5/28/2024 0.001
52W High: 6/1/2023 4.290
52W Low: 5/28/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.437
Avg. volume 6M:   0.000
Avg. price 1Y:   1.473
Avg. volume 1Y:   0.000
Volatility 1M:   869.82%
Volatility 6M:   401.96%
Volatility 1Y:   296.43%
Volatility 3Y:   -