JP Morgan Put 410 VRTX 19.07.2024
/ DE000JB8A1T3
JP Morgan Put 410 VRTX 19.07.2024/ DE000JB8A1T3 /
| 2024-06-20 12:07:11 PM |
Chg.- |
Bid8:06:06 AM |
Ask8:06:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
410.00 - |
2024-07-19 |
Put |
Master data
| WKN: |
JB8A1T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
410.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-120.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
-5.73 |
| Time value: |
0.36 |
| Break-even: |
379.32 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
4.42 |
| Spread abs.: |
0.28 |
| Spread %: |
333.33% |
| Delta: |
-0.12 |
| Theta: |
-0.20 |
| Omega: |
-14.77 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.09% |
| 1 Month |
|
|
-84.92% |
| 3 Months |
|
|
-95.86% |
| YTD |
|
|
-97.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.071 |
| 1M High / 1M Low: |
0.660 |
0.071 |
| 6M High / 6M Low: |
3.410 |
0.071 |
| High (YTD): |
2024-04-18 |
3.100 |
| Low (YTD): |
2024-06-17 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.931 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
460.53% |
| Volatility 6M: |
|
218.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
