JP Morgan Put 435 VRTX 20.06.2025
/ DE000JK2LLX8
JP Morgan Put 435 VRTX 20.06.2025/ DE000JK2LLX8 /
| 9/18/2024 10:39:53 AM |
Chg.+0.20 |
Bid3:53:24 PM |
Ask3:53:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.87EUR |
+7.49% |
2.85
Bid Size: 15,000 |
2.95
Ask Size: 15,000 |
Vertex Pharmaceutica... |
435.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JK2LLX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
435.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
2/29/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
-4.16 |
| Time value: |
2.88 |
| Break-even: |
362.34 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.27 |
| Spread %: |
10.34% |
| Delta: |
-0.29 |
| Theta: |
-0.07 |
| Omega: |
-4.32 |
| Rho: |
-1.15 |
Quote data
| Open: |
2.87 |
| High: |
2.87 |
| Low: |
2.87 |
| Previous Close: |
2.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.72% |
| 1 Month |
|
|
-7.12% |
| 3 Months |
|
|
-8.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
2.67 |
| 1M High / 1M Low: |
3.21 |
2.43 |
| 6M High / 6M Low: |
6.63 |
2.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.05% |
| Volatility 6M: |
|
95.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
