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JP Morgan Put 370 VRTX 17.01.2025/  DE000JB3R7D0  /

EUWAX
06/11/2024  11:27:55 Chg.-0.100 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.240EUR -29.41% -
Bid Size: -		 -
Ask Size: -		 Vertex Pharmaceutica... 370.00 USD 17/01/2025 Put
 

Master data

WKN: JB3R7D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 370.00 USD
Maturity: 17/01/2025
Issue date: 13/10/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -80.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.22
Parity: -11.88
Time value: 0.57
Break-even: 332.70
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 2.39
Spread abs.: 0.30
Spread %: 111.11%
Delta: -0.09
Theta: -0.13
Omega: -7.46
Rho: -0.10
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -73.91%
3 Months
  -72.73%
YTD
  -90.94%
1 Year
  -93.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.340
1M High / 1M Low: 0.990 0.340
6M High / 6M Low: 2.110 0.340
High (YTD): 11/04/2024 2.800
Low (YTD): 05/11/2024 0.340
52W High: 15/11/2023 4.920
52W Low: 05/11/2024 0.340
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.526
Avg. volume 1M:   0.000
Avg. price 6M:   0.733
Avg. volume 6M:   0.000
Avg. price 1Y:   1.778
Avg. volume 1Y:   0.000
Volatility 1M:   194.56%
Volatility 6M:   187.46%
Volatility 1Y:   150.42%
Volatility 3Y:   -