JP Morgan Put 415 VRTX 21.06.2024
/ DE000JB9QPN5
JP Morgan Put 415 VRTX 21.06.2024/ DE000JB9QPN5 /
| 6/7/2024 9:44:01 AM |
Chg.-0.001 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
415.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
JB9QPN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
415.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-86.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.21 |
| Parity: |
-6.30 |
| Time value: |
0.52 |
| Break-even: |
379.00 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
52.77 |
| Spread abs.: |
0.50 |
| Spread %: |
2,376.19% |
| Delta: |
-0.14 |
| Theta: |
-0.58 |
| Omega: |
-12.02 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-95.56% |
| 1 Month |
|
|
-99.22% |
| 3 Months |
|
|
-99.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.012 |
| 1M High / 1M Low: |
1.530 |
0.012 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.395 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
696.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
