JP Morgan Put 420 VRTX 18.10.2024
/ DE000JK3ZKY6
JP Morgan Put 420 VRTX 18.10.2024/ DE000JK3ZKY6 /
| 2024-07-24 10:43:51 AM |
Chg.- |
Bid9:06:27 AM |
Ask9:06:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
0.510
Bid Size: 1,000 |
0.810
Ask Size: 1,000 |
Vertex Pharmaceutica... |
420.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK3ZKY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-61.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
-6.53 |
| Time value: |
0.74 |
| Break-even: |
380.14 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.28 |
| Spread %: |
60.00% |
| Delta: |
-0.16 |
| Theta: |
-0.11 |
| Omega: |
-9.72 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
-40.70% |
| 3 Months |
|
|
-86.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.450 |
| 1M High / 1M Low: |
0.960 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
