JP Morgan Put 405 VRTX 20.06.2025
/ DE000JK2Y3Y8
JP Morgan Put 405 VRTX 20.06.2025/ DE000JK2Y3Y8 /
| 2024-07-24 10:42:48 AM |
Chg.- |
Bid10:20:24 AM |
Ask10:20:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
- |
1.92
Bid Size: 1,000 |
2.42
Ask Size: 1,000 |
Vertex Pharmaceutica... |
405.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK2Y3Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
405.00 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: |
-20.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
-7.92 |
| Time value: |
2.22 |
| Break-even: |
351.45 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.46 |
| Spread %: |
26.18% |
| Delta: |
-0.21 |
| Theta: |
-0.06 |
| Omega: |
-4.22 |
| Rho: |
-1.05 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.08% |
| 1 Month |
|
|
-7.25% |
| 3 Months |
|
|
-57.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.81 |
| 1M High / 1M Low: |
2.23 |
1.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
