JP Morgan Put 470 VRTX 20.09.2024/  DE000JT1FJ66  /

EUWAX
7/30/2024  10:30:23 AM Chg.-0.150 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.940EUR -13.76% -
Bid Size: -
-
Ask Size: -
Vertex Pharmaceutica... 470.00 USD 9/20/2024 Put
 

Master data

WKN: JT1FJ6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 470.00 USD
Maturity: 9/20/2024
Issue date: 6/5/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.17
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.21
Parity: -2.60
Time value: 1.15
Break-even: 422.95
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.73
Spread abs.: 0.18
Spread %: 19.23%
Delta: -0.29
Theta: -0.18
Omega: -11.60
Rho: -0.21
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 1.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.81%
1 Month
  -53.92%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 1.090
1M High / 1M Low: 2.200 1.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.184
Avg. volume 1W:   0.000
Avg. price 1M:   1.493
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -