JP Morgan Put 410 VRTX 20.09.2024
/ DE000JK5N7Y9
JP Morgan Put 410 VRTX 20.09.2024/ DE000JK5N7Y9 /
05/09/2024 10:06:53 |
Chg.-0.025 |
Bid19:30:33 |
Ask19:30:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
-42.37% |
0.076 Bid Size: 10,000 |
0.170 Ask Size: 10,000 |
Vertex Pharmaceutica... |
410.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
JK5N7Y |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
410.00 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: |
-127.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.21 |
Parity: |
-6.19 |
Time value: |
0.34 |
Break-even: |
366.63 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
29.73 |
Spread abs.: |
0.30 |
Spread %: |
750.00% |
Delta: |
-0.11 |
Theta: |
-0.37 |
Omega: |
-14.27 |
Rho: |
-0.02 |
Quote data
Open: |
0.034 |
High: |
0.034 |
Low: |
0.034 |
Previous Close: |
0.059 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.93% |
1 Month |
|
|
-93.46% |
3 Months |
|
|
-94.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.059 |
0.017 |
1M High / 1M Low: |
0.560 |
0.017 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.183 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
944.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |