JP Morgan Put 410 VRTX 21.06.2024
/ DE000JB8JLJ9
JP Morgan Put 410 VRTX 21.06.2024/ DE000JB8JLJ9 /
| 2024-05-21 4:48:39 PM |
Chg.- |
Bid11:29:01 AM |
Ask11:29:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
- |
0.230
Bid Size: 1,000 |
0.430
Ask Size: 1,000 |
Vertex Pharmaceutica... |
410.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-96.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-2.95 |
| Time value: |
0.42 |
| Break-even: |
373.50 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
0.18 |
| Spread %: |
76.92% |
| Delta: |
-0.19 |
| Theta: |
-0.17 |
| Omega: |
-18.34 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.220 |
| High: |
0.250 |
| Low: |
0.220 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.98% |
| 1 Month |
|
|
-90.35% |
| 3 Months |
|
|
-86.84% |
| YTD |
|
|
-91.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.190 |
| 1M High / 1M Low: |
2.590 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
2.820 |
| Low (YTD): |
2024-05-20 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
