JP Morgan Put 415 VRTX 21.06.2024
/ DE000JB9QPN5
JP Morgan Put 415 VRTX 21.06.2024/ DE000JB9QPN5 /
| 2024-05-17 9:27:26 AM |
Chg.-0.080 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-19.05% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
415.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-2.36 |
| Time value: |
0.54 |
| Break-even: |
376.46 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.20 |
| Spread %: |
58.82% |
| Delta: |
-0.23 |
| Theta: |
-0.15 |
| Omega: |
-17.51 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.31% |
| 1 Month |
|
|
-88.67% |
| 3 Months |
|
|
-83.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.340 |
| 1M High / 1M Low: |
3.080 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.868 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
