JP Morgan Put 390 VRTX 21.06.2024
/ DE000JB8JLD2
JP Morgan Put 390 VRTX 21.06.2024/ DE000JB8JLD2 /
| 14/06/2024 12:05:28 |
Chg.- |
Bid09:05:53 |
Ask09:05:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
- |
0.012
Bid Size: 100 |
1.010
Ask Size: 100 |
Vertex Pharmaceutica... |
390.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
JB8JLD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
390.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-86.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.81 |
| Historic volatility: |
0.21 |
| Parity: |
-8.48 |
| Time value: |
0.52 |
| Break-even: |
359.20 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.50 |
| Spread %: |
2,636.84% |
| Delta: |
-0.12 |
| Theta: |
-2.06 |
| Omega: |
-9.95 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.015 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+200.00% |
| 1 Month |
|
|
-83.70% |
| 3 Months |
|
|
-98.99% |
| YTD |
|
|
-99.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.005 |
| 1M High / 1M Low: |
0.092 |
0.003 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2024 |
2.060 |
| Low (YTD): |
07/06/2024 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,022.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
