JP Morgan Put 365 VRTX 19.07.2024
/ DE000JB8GV60
JP Morgan Put 365 VRTX 19.07.2024/ DE000JB8GV60 /
2024-06-20 11:13:50 AM |
Chg.- |
Bid8:06:04 AM |
Ask8:06:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
- |
- Bid Size: - |
- Ask Size: - |
Vertex Pharmaceutica... |
365.00 - |
2024-07-19 |
Put |
Master data
WKN: |
JB8GV6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
365.00 - |
Maturity: |
2024-07-19 |
Issue date: |
2023-12-14 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-92.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.78 |
Historic volatility: |
0.21 |
Parity: |
-9.94 |
Time value: |
0.48 |
Break-even: |
336.17 |
Moneyness: |
0.77 |
Premium: |
0.24 |
Premium p.a.: |
14.91 |
Spread abs.: |
0.47 |
Spread %: |
6,275.00% |
Delta: |
-0.10 |
Theta: |
-0.29 |
Omega: |
-8.94 |
Rho: |
-0.04 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.008 |
Previous Close: |
0.011 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
-90.91% |
3 Months |
|
|
-99.13% |
YTD |
|
|
-99.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.011 |
0.007 |
1M High / 1M Low: |
0.097 |
0.007 |
6M High / 6M Low: |
1.760 |
0.007 |
High (YTD): |
2024-01-03 |
1.470 |
Low (YTD): |
2024-06-17 |
0.007 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.790 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
553.40% |
Volatility 6M: |
|
278.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |