JP Morgan Put 370 VX1/ DE000JB47B85 /
2024-06-18 9:36:41 AM | Chg.- | Bid10:00:39 PM | Ask10:00:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.003EUR | - | - Bid Size: - |
- Ask Size: - |
VERTEX PHARMAC. D... | 370.00 - | 2024-06-21 | Put |
Master data
WKN: | JB47B8 |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | VERTEX PHARMAC. DL-,01 |
Type: | Warrant |
Option type: | Put |
Strike price: | 370.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-10-18 |
Last trading day: | 2024-06-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -144.93 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 2.57 |
Historic volatility: | 0.21 |
Parity: | -6.48 |
Time value: | 0.30 |
Break-even: | 367.00 |
Moneyness: | 0.85 |
Premium: | 0.16 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.30 |
Spread %: | 14,900.00% |
Delta: | -0.10 |
Theta: | -5.20 |
Omega: | -14.79 |
Rho: | 0.00 |
Quote data
Open: | 0.003 |
---|---|
High: | 0.003 |
Low: | 0.003 |
Previous Close: | 0.007 |
Turnover: | 0.000 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | -62.50% | ||
---|---|---|---|
1 Month | -90.00% | ||
3 Months | -99.63% | ||
YTD | -99.80% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.008 | 0.003 |
---|---|---|
1M High / 1M Low: | 0.033 | 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: | 0.006 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.011 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.727 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 1,098.50% | |
Volatility 6M: | 473.81% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |