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JP Morgan Put 370 VRTX 17.01.2025/  DE000JB3R7D0  /

EUWAX
25/07/2024  11:20:51 Chg.-0.020 Bid12:35:00 Ask12:35:00 Underlying Strike price Expiration date Option type
0.440EUR -4.35% 0.450
Bid Size: 1,000		 0.750
Ask Size: 1,000		 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: -48.18
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.21
Parity: -11.15
Time value: 0.94
Break-even: 331.99
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.63
Spread abs.: 0.50
Spread %: 113.64%
Delta: -0.12
Theta: -0.07
Omega: -5.94
Rho: -0.31
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month
  -29.03%
3 Months
  -82.47%
YTD
  -83.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.410
1M High / 1M Low: 0.660 0.390
6M High / 6M Low: 2.800 0.390
High (YTD): 11/04/2024 2.800
Low (YTD): 16/07/2024 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.450
Avg. volume 1W:   0.000
Avg. price 1M:   0.513
Avg. volume 1M:   0.000
Avg. price 6M:   1.694
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.48%
Volatility 6M:   118.01%
Volatility 1Y:   -
Volatility 3Y:   -