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JP Morgan Put 370 VRTX 17.01.2025/  DE000JB3R7D0  /

EUWAX
8/29/2024  11:08:50 AM Chg.-0.060 Bid11:41:54 AM Ask11:41:54 AM Underlying Strike price Expiration date Option type
0.510EUR -10.53% 0.500
Bid Size: 1,000		 0.800
Ask Size: 1,000		 Vertex Pharmaceutica... 370.00 USD 1/17/2025 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: 1/17/2025
Issue date: 10/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -53.69
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.20
Parity: -10.76
Time value: 0.82
Break-even: 324.40
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.83
Spread abs.: 0.30
Spread %: 57.69%
Delta: -0.12
Theta: -0.08
Omega: -6.36
Rho: -0.23
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+21.43%
3 Months
  -56.03%
YTD
  -80.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.510
1M High / 1M Low: 0.940 0.400
6M High / 6M Low: 2.800 0.390
High (YTD): 4/11/2024 2.800
Low (YTD): 7/16/2024 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.530
Avg. volume 1W:   0.000
Avg. price 1M:   0.626
Avg. volume 1M:   0.000
Avg. price 6M:   1.362
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   257.75%
Volatility 6M:   155.02%
Volatility 1Y:   -
Volatility 3Y:   -