JP Morgan Put 245 VX1 17.01.2025
/ DE000JL22HK1
JP Morgan Put 245 VX1 17.01.2025/ DE000JL22HK1 /
2024-07-02 10:05:38 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.097EUR |
- |
- Bid Size: - |
- Ask Size: - |
VERTEX PHARMAC. D... |
245.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL22HK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
VERTEX PHARMAC. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
245.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-28 |
Last trading day: |
2024-07-02 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-57.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.69 |
Historic volatility: |
0.21 |
Parity: |
-20.88 |
Time value: |
0.79 |
Break-even: |
237.10 |
Moneyness: |
0.54 |
Premium: |
0.48 |
Premium p.a.: |
1.12 |
Spread abs.: |
0.70 |
Spread %: |
740.43% |
Delta: |
-0.06 |
Theta: |
-0.07 |
Omega: |
-3.70 |
Rho: |
-0.19 |
Quote data
Open: |
0.097 |
High: |
0.097 |
Low: |
0.097 |
Previous Close: |
0.099 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+36.62% |
3 Months |
|
|
-71.47% |
YTD |
|
|
-79.36% |
1 Year |
|
|
-92.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.130 |
0.071 |
6M High / 6M Low: |
0.400 |
0.058 |
High (YTD): |
2024-01-03 |
0.470 |
Low (YTD): |
2024-06-07 |
0.058 |
52W High: |
2023-08-17 |
1.430 |
52W Low: |
2024-06-07 |
0.058 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.111 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.250 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.638 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
263.38% |
Volatility 6M: |
|
187.79% |
Volatility 1Y: |
|
155.37% |
Volatility 3Y: |
|
- |