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JP Morgan Put 410 VRTX 21.06.2024/  DE000JB8JLJ9  /

EUWAX
6/18/2024  12:09:53 PM Chg.0.000 Bid6:42:02 PM Ask6:42:02 PM Underlying Strike price Expiration date Option type
0.015EUR 0.00% 0.023
Bid Size: 3,000		 0.073
Ask Size: 3,000		 Vertex Pharmaceutica... 410.00 USD 6/21/2024 Put
 

Master data

WKN: JB8JLJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 410.00 USD
Maturity: 6/21/2024
Issue date: 12/18/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -65.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.78
Historic volatility: 0.21
Parity: -5.93
Time value: 0.67
Break-even: 375.05
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.00
Spread abs.: 0.65
Spread %: 3,172.73%
Delta: -0.16
Theta: -2.94
Omega: -10.82
Rho: -0.01
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.82%
1 Month
  -94.23%
3 Months
  -99.34%
YTD
  -99.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.015
1M High / 1M Low: 0.260 0.009
6M High / 6M Low: 3.260 0.009
High (YTD): 1/3/2024 2.820
Low (YTD): 6/7/2024 0.009
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   1.764
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,122.74%
Volatility 6M:   454.09%
Volatility 1Y:   -
Volatility 3Y:   -