JP Morgan Put 470 VRTX 20.09.2024
/ DE000JT1FJ66
JP Morgan Put 470 VRTX 20.09.2024/ DE000JT1FJ66 /
| 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: |
|
- |
