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JP Morgan Put 330 VX1 21.06.2024/  DE000JL0S7R1  /

EUWAX
2024-05-03  10:41:24 AM Chg.+0.050 Bid7:15:46 PM Ask7:15:46 PM Underlying Strike price Expiration date Option type
0.170EUR +41.67% 0.140
Bid Size: 10,000		 0.210
Ask Size: 10,000		 VERTEX PHARMAC. D... 330.00 - 2024-06-21 Put
 

Master data

WKN: JL0S7R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Put
Strike price: 330.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -81.07
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.21
Parity: -4.29
Time value: 0.46
Break-even: 325.40
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 1.44
Spread abs.: 0.30
Spread %: 187.50%
Delta: -0.16
Theta: -0.12
Omega: -12.95
Rho: -0.09
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month
  -39.29%
3 Months
  -51.43%
YTD
  -75.36%
1 Year
  -95.38%
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.120
1M High / 1M Low: 0.390 0.120
6M High / 6M Low: 2.350 0.120
High (YTD): 2024-01-05 0.710
Low (YTD): 2024-05-02 0.120
52W High: 2023-05-31 4.450
52W Low: 2024-05-02 0.120
Avg. price 1W:   0.175
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   0.705
Avg. volume 6M:   0.000
Avg. price 1Y:   1.788
Avg. volume 1Y:   0.000
Volatility 1M:   322.89%
Volatility 6M:   227.00%
Volatility 1Y:   169.97%
Volatility 3Y:   -