JP Morgan Put 405 VRTX 19.07.2024
/ DE000JB8A1S5
JP Morgan Put 405 VRTX 19.07.2024/ DE000JB8A1S5 /
| 6/20/2024 12:07:11 PM |
Chg.- |
Bid8:02:06 AM |
Ask8:02:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
405.00 - |
7/19/2024 |
Put |
Master data
| WKN: |
JB8A1S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
405.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-127.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
-6.20 |
| Time value: |
0.35 |
| Break-even: |
374.84 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
5.09 |
| Spread abs.: |
0.28 |
| Spread %: |
436.23% |
| Delta: |
-0.11 |
| Theta: |
-0.20 |
| Omega: |
-14.38 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.069 |
| Previous Close: |
0.086 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
-85.92% |
| 3 Months |
|
|
-96.46% |
| YTD |
|
|
-97.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.055 |
| 1M High / 1M Low: |
0.550 |
0.055 |
| 6M High / 6M Low: |
3.190 |
0.055 |
| High (YTD): |
4/18/2024 |
2.840 |
| Low (YTD): |
6/17/2024 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.764 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
462.16% |
| Volatility 6M: |
|
221.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
