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JP Morgan Put 360 VRTX 21.06.2024/  DE000JL8RCQ4  /

EUWAX
2024-06-14  9:57:21 AM Chg.- Bid8:19:51 AM Ask8:19:51 AM Underlying Strike price Expiration date Option type
0.004EUR - 0.003
Bid Size: 100		 1.000
Ask Size: 100		 Vertex Pharmaceutica... 360.00 USD 2024-06-21 Put
 

Master data

WKN: JL8RCQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 360.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -63.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.07
Historic volatility: 0.21
Parity: -11.28
Time value: 0.71
Break-even: 329.20
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.00
Spread abs.: 0.71
Spread %: 14,100.00%
Delta: -0.11
Theta: -1.86
Omega: -6.96
Rho: -0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.011
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+300.00%
1 Month
  -85.19%
3 Months
  -99.46%
YTD
  -99.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.001
1M High / 1M Low: 0.027 0.001
6M High / 6M Low: 1.500 0.001
High (YTD): 2024-01-05 1.270
Low (YTD): 2024-06-10 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.604
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,312.77%
Volatility 6M:   553.92%
Volatility 1Y:   -
Volatility 3Y:   -