JP Morgan Put 350 VRTX 20.06.2025
/ DE000JK2XDH3
JP Morgan Put 350 VRTX 20.06.2025/ DE000JK2XDH3 /
| 2024-07-24 10:42:38 AM |
Chg.- |
Bid8:19:04 AM |
Ask8:19:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
- |
0.920
Bid Size: 1,000 |
1.620
Ask Size: 1,000 |
Vertex Pharmaceutica... |
350.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK2XDH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
-12.99 |
| Time value: |
1.63 |
| Break-even: |
306.64 |
| Moneyness: |
0.71 |
| Premium: |
0.32 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.70 |
| Spread %: |
75.27% |
| Delta: |
-0.14 |
| Theta: |
-0.06 |
| Omega: |
-3.83 |
| Rho: |
-0.71 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.84% |
| 1 Month |
|
|
-8.00% |
| 3 Months |
|
|
-63.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.830 |
| 1M High / 1M Low: |
1.080 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
