JP Morgan Put 390 VRTX 20.09.2024/  DE000JK5N7W3  /

EUWAX
30/07/2024  10:06:12 Chg.-0.014 Bid11:29:58 Ask11:29:58 Underlying Strike price Expiration date Option type
0.041EUR -25.45% 0.041
Bid Size: 500
0.740
Ask Size: 500
Vertex Pharmaceutica... 390.00 USD 20/09/2024 Put
 

Master data

WKN: JK5N7W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 390.00 USD
Maturity: 20/09/2024
Issue date: 20/03/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -83.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.21
Parity: -10.00
Time value: 0.55
Break-even: 354.97
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 3.25
Spread abs.: 0.50
Spread %: 1,022.45%
Delta: -0.10
Theta: -0.17
Omega: -8.75
Rho: -0.08
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.88%
1 Month
  -83.60%
3 Months
  -98.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.055
1M High / 1M Low: 0.270 0.055
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -