JP Morgan Put 460 VRTX 18.10.2024
/ DE000JT1DY85
JP Morgan Put 460 VRTX 18.10.2024/ DE000JT1DY85 /
09/10/2024 08:53:06 |
Chg.-0.56 |
Bid12:59:28 |
Ask12:59:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.91EUR |
-38.10% |
- Bid Size: - |
- Ask Size: - |
Vertex Pharmaceutica... |
460.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JT1DY8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
460.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
29/05/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-39.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.39 |
Historic volatility: |
0.21 |
Parity: |
0.10 |
Time value: |
0.95 |
Break-even: |
408.61 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
1.50 |
Spread abs.: |
0.15 |
Spread %: |
16.67% |
Delta: |
-0.50 |
Theta: |
-0.55 |
Omega: |
-19.82 |
Rho: |
-0.05 |
Quote data
Open: |
0.91 |
High: |
0.91 |
Low: |
0.91 |
Previous Close: |
1.47 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.19% |
1 Month |
|
|
-35.92% |
3 Months |
|
|
-43.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.47 |
0.79 |
1M High / 1M Low: |
1.47 |
0.65 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
285.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |