JP Morgan Put 400 VRTX 19.07.2024
/ DE000JB8A1R7
JP Morgan Put 400 VRTX 19.07.2024/ DE000JB8A1R7 /
| 6/20/2024 12:07:11 PM |
Chg.- |
Bid8:01:07 AM |
Ask8:01:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
400.00 - |
7/19/2024 |
Put |
Master data
| WKN: |
JB8A1R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-125.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.21 |
| Parity: |
-6.67 |
| Time value: |
0.35 |
| Break-even: |
370.13 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
5.87 |
| Spread abs.: |
0.30 |
| Spread %: |
560.38% |
| Delta: |
-0.11 |
| Theta: |
-0.20 |
| Omega: |
-13.62 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.053 |
| Previous Close: |
0.067 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.19% |
| 1 Month |
|
|
-87.07% |
| 3 Months |
|
|
-97.01% |
| YTD |
|
|
-97.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.043 |
| 1M High / 1M Low: |
0.450 |
0.043 |
| 6M High / 6M Low: |
2.980 |
0.043 |
| High (YTD): |
4/18/2024 |
2.600 |
| Low (YTD): |
6/17/2024 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.608 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
470.11% |
| Volatility 6M: |
|
226.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
