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JP Morgan Put 390 VRTX 17.01.2025/  DE000JB95Z39  /

EUWAX
25/07/2024  10:45:47 Chg.-0.020 Bid14:33:32 Ask14:33:32 Underlying Strike price Expiration date Option type
0.650EUR -2.99% 0.620
Bid Size: 1,000		 0.920
Ask Size: 1,000		 Vertex Pharmaceutica... 390.00 USD 17/01/2025 Put
 

Master data

WKN: JB95Z3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 390.00 USD
Maturity: 17/01/2025
Issue date: 21/12/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -39.04
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.21
Parity: -9.30
Time value: 1.16
Break-even: 348.24
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.54
Spread abs.: 0.50
Spread %: 75.76%
Delta: -0.15
Theta: -0.08
Omega: -5.99
Rho: -0.39
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.52%
1 Month
  -26.97%
3 Months
  -78.33%
YTD
  -80.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.630
1M High / 1M Low: 0.950 0.580
6M High / 6M Low: 3.650 0.580
High (YTD): 11/04/2024 3.650
Low (YTD): 16/07/2024 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   2.214
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.63%
Volatility 6M:   111.32%
Volatility 1Y:   -
Volatility 3Y:   -