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JP Morgan Put 345 VX1 17.01.2025/  DE000JL25168  /

EUWAX
8/8/2024  9:15:55 AM Chg.+0.080 Bid2:42:25 PM Ask2:42:25 PM Underlying Strike price Expiration date Option type
0.670EUR +13.56% -
Bid Size: -		 -
Ask Size: -		 VERTEX PHARMAC. D... 345.00 - 1/17/2025 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: 1/17/2025
Issue date: 5/4/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -43.95
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.21
Parity: -8.13
Time value: 0.97
Break-even: 335.30
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.55
Spread abs.: 0.30
Spread %: 44.78%
Delta: -0.15
Theta: -0.07
Omega: -6.72
Rho: -0.33
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.590
Turnover: -
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+139.29%
1 Month  
+97.06%
3 Months
  -47.66%
YTD
  -65.99%
1 Year
  -83.89%
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): 1/5/2024 2.070
Low (YTD): 7/31/2024 0.230
52W High: 8/16/2023 4.310
52W Low: 7/31/2024 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:   -