JP Morgan Put 390 VRTX 20.09.2024
/ DE000JK5N7W3
JP Morgan Put 390 VRTX 20.09.2024/ DE000JK5N7W3 /
| 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: |
|
- |
