JP Morgan Put 440 VRTX 19.07.2024
/ DE000JK1KLM5
JP Morgan Put 440 VRTX 19.07.2024/ DE000JK1KLM5 /
| 2024-06-07 12:47:42 PM |
Chg.-0.070 |
Bid7:52:02 AM |
Ask7:52:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-16.28% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
440.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK1KLM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-81.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-3.98 |
| Time value: |
0.55 |
| Break-even: |
401.89 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.19 |
| Spread %: |
51.28% |
| Delta: |
-0.18 |
| Theta: |
-0.16 |
| Omega: |
-15.03 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.36% |
| 1 Month |
|
|
-86.36% |
| 3 Months |
|
|
-90.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.360 |
| 1M High / 1M Low: |
2.640 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
355.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
