JP Morgan Put 370 VRTX 21.06.2024/  DE000JB47B85  /

EUWAX
2024-06-14  9:38:15 AM Chg.-0.004 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.008EUR -33.33% -
Bid Size: -
-
Ask Size: -
Vertex Pharmaceutica... 370.00 USD 2024-06-21 Put
 

Master data

WKN: JB47B8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 370.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-18
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: 1.92
Historic volatility: 0.21
Parity: -10.34
Time value: 0.71
Break-even: 338.54
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.00
Spread abs.: 0.70
Spread %: 6,354.55%
Delta: -0.12
Theta: -1.81
Omega: -7.43
Rho: -0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.012
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+700.00%
1 Month
  -85.19%
3 Months
  -99.15%
YTD
  -99.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.002
1M High / 1M Low: 0.054 0.001
6M High / 6M Low: 1.750 0.001
High (YTD): 2024-01-05 1.510
Low (YTD): 2024-06-07 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.760
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,062.80%
Volatility 6M:   465.16%
Volatility 1Y:   -
Volatility 3Y:   -