JP Morgan Put 470 VRTX 20.09.2024
/ DE000JT1FJ66
JP Morgan Put 470 VRTX 20.09.2024/ DE000JT1FJ66 /
06/09/2024 10:27:21 |
Chg.+0.360 |
Bid13:24:16 |
Ask13:24:16 |
Underlying |
Strike price |
Expiration date |
Option type |
1.050EUR |
+52.17% |
0.990 Bid Size: 1,000 |
1.070 Ask Size: 1,000 |
Vertex Pharmaceutica... |
470.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
05/06/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-38.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.32 |
Historic volatility: |
0.21 |
Parity: |
0.13 |
Time value: |
0.96 |
Break-even: |
412.11 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.14 |
Spread %: |
14.15% |
Delta: |
-0.50 |
Theta: |
-0.35 |
Omega: |
-19.30 |
Rho: |
-0.08 |
Quote data
Open: |
1.050 |
High: |
1.050 |
Low: |
1.050 |
Previous Close: |
0.690 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+183.78% |
1 Month |
|
|
-34.78% |
3 Months |
|
|
-51.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.270 |
1M High / 1M Low: |
1.990 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.014 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
829.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |