JP Morgan Put 425 VRTX 21.06.2024
/ DE000JB94K03
JP Morgan Put 425 VRTX 21.06.2024/ DE000JB94K03 /
2024-06-14 9:45:38 AM |
Chg.- |
Bid9:10:07 AM |
Ask9:10:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
- |
0.015 Bid Size: 100 |
1.020 Ask Size: 100 |
Vertex Pharmaceutica... |
425.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
JB94K0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
425.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-01-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-92.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.00 |
Historic volatility: |
0.21 |
Parity: |
-5.21 |
Time value: |
0.49 |
Break-even: |
392.16 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.47 |
Spread %: |
2,263.64% |
Delta: |
-0.15 |
Theta: |
-1.13 |
Omega: |
-14.09 |
Rho: |
-0.01 |
Quote data
Open: |
0.026 |
High: |
0.026 |
Low: |
0.026 |
Previous Close: |
0.051 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.13% |
1 Month |
|
|
-95.36% |
3 Months |
|
|
-99.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.051 |
0.026 |
1M High / 1M Low: |
0.590 |
0.024 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.233 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
769.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |