JP Morgan Put 420 VRTX 20.09.2024
/ DE000JK5S702
JP Morgan Put 420 VRTX 20.09.2024/ DE000JK5S702 /
| 05/09/2024 10:39:04 |
Chg.-0.034 |
Bid16:26:51 |
Ask16:26:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
-38.20% |
0.110
Bid Size: 10,000 |
0.190
Ask Size: 10,000 |
Vertex Pharmaceutica... |
420.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK5S70 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-119.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.21 |
| Parity: |
-5.29 |
| Time value: |
0.36 |
| Break-even: |
375.45 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
18.88 |
| Spread abs.: |
0.30 |
| Spread %: |
490.16% |
| Delta: |
-0.13 |
| Theta: |
-0.37 |
| Omega: |
-15.40 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.055 |
| Previous Close: |
0.089 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.17% |
| 1 Month |
|
|
-91.27% |
| 3 Months |
|
|
-93.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.024 |
| 1M High / 1M Low: |
0.660 |
0.024 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,011.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
