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JP Morgan Put 345 VX1 17.01.2025/  DE000JL25168  /

EUWAX
2024-08-07  9:12:47 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.590EUR -3.28% -
Bid Size: -		 -
Ask Size: -		 VERTEX PHARMAC. D... 345.00 - 2025-01-17 Put
 

Master data

WKN: JL2516
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Put
Strike price: 345.00 -
Maturity: 2025-01-17
Issue date: 2023-05-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -39.11
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.21
Parity: -8.91
Time value: 1.11
Break-even: 333.90
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.59
Spread abs.: 0.50
Spread %: 81.97%
Delta: -0.15
Theta: -0.08
Omega: -6.02
Rho: -0.35
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+110.71%
1 Month  
+73.53%
3 Months
  -53.91%
YTD
  -70.05%
1 Year
  -85.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.280
1M High / 1M Low: 0.610 0.230
6M High / 6M Low: 1.980 0.230
High (YTD): 2024-01-05 2.070
Low (YTD): 2024-07-31 0.230
52W High: 2023-08-16 4.310
52W Low: 2024-07-31 0.230
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   1.076
Avg. volume 6M:   0.000
Avg. price 1Y:   2.084
Avg. volume 1Y:   0.000
Volatility 1M:   223.72%
Volatility 6M:   145.83%
Volatility 1Y:   123.79%
Volatility 3Y:   -