JP Morgan Put 395 VRTX 19.07.2024
/ DE000JB8A1P1
JP Morgan Put 395 VRTX 19.07.2024/ DE000JB8A1P1 /
| 2024-06-20 12:07:11 PM |
Chg.- |
Bid8:07:03 AM |
Ask8:07:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
395.00 - |
2024-07-19 |
Put |
Master data
| WKN: |
JB8A1P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
395.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-138.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.21 |
| Parity: |
-7.13 |
| Time value: |
0.32 |
| Break-even: |
365.78 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
6.68 |
| Spread abs.: |
0.28 |
| Spread %: |
729.27% |
| Delta: |
-0.10 |
| Theta: |
-0.20 |
| Omega: |
-13.55 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.052 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.93% |
| 1 Month |
|
|
-88.24% |
| 3 Months |
|
|
-97.52% |
| YTD |
|
|
-98.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.033 |
| 1M High / 1M Low: |
0.370 |
0.033 |
| 6M High / 6M Low: |
2.780 |
0.033 |
| High (YTD): |
2024-01-02 |
2.410 |
| Low (YTD): |
2024-06-17 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.462 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
499.76% |
| Volatility 6M: |
|
237.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
