JP Morgan Put 315 VX1 19.07.2024
/ DE000JB55QB2
JP Morgan Put 315 VX1 19.07.2024/ DE000JB55QB2 /
2024-06-20 10:52:20 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
- |
- Bid Size: - |
- Ask Size: - |
VERTEX PHARMAC. D... |
315.00 - |
2024-07-19 |
Put |
Master data
WKN: |
JB55QB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
VERTEX PHARMAC. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
315.00 - |
Maturity: |
2024-07-19 |
Issue date: |
2023-11-20 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-44.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.34 |
Historic volatility: |
0.21 |
Parity: |
-12.74 |
Time value: |
1.00 |
Break-even: |
305.00 |
Moneyness: |
0.71 |
Premium: |
0.31 |
Premium p.a.: |
72.19 |
Spread abs.: |
1.00 |
Spread %: |
99,900.00% |
Delta: |
-0.12 |
Theta: |
-0.63 |
Omega: |
-5.21 |
Rho: |
-0.04 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-80.00% |
3 Months |
|
|
-99.52% |
YTD |
|
|
-99.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.007 |
0.001 |
6M High / 6M Low: |
0.640 |
0.001 |
High (YTD): |
2024-01-03 |
0.600 |
Low (YTD): |
2024-06-20 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.002 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.237 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
442.30% |
Volatility 6M: |
|
294.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |