JP Morgan Put 350 VRTX 19.07.2024
/ DE000JB6FNY6
JP Morgan Put 350 VRTX 19.07.2024/ DE000JB6FNY6 /
2024-06-21 11:35:51 AM |
Chg.-0.002 |
Bid4:48:29 PM |
Ask4:48:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.002EUR |
-50.00% |
0.003 Bid Size: 2,000 |
0.200 Ask Size: 2,000 |
Vertex Pharmaceutica... |
350.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JB6FNY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2023-11-21 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-47.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.08 |
Historic volatility: |
0.21 |
Parity: |
-11.34 |
Time value: |
0.93 |
Break-even: |
317.58 |
Moneyness: |
0.74 |
Premium: |
0.28 |
Premium p.a.: |
23.65 |
Spread abs.: |
0.93 |
Spread %: |
49,900.00% |
Delta: |
-0.12 |
Theta: |
-0.48 |
Omega: |
-5.87 |
Rho: |
-0.05 |
Quote data
Open: |
0.002 |
High: |
0.002 |
Low: |
0.002 |
Previous Close: |
0.004 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.00% |
1 Month |
|
|
-95.65% |
3 Months |
|
|
-99.68% |
YTD |
|
|
-99.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.005 |
0.003 |
1M High / 1M Low: |
0.052 |
0.003 |
6M High / 6M Low: |
1.390 |
0.003 |
High (YTD): |
2024-01-08 |
1.140 |
Low (YTD): |
2024-06-17 |
0.003 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.004 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.019 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.569 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
599.88% |
Volatility 6M: |
|
299.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |