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: |
|
- |
