JP Morgan Put 440 VRTX 17.01.2025
/ DE000JK1ZBD3
JP Morgan Put 440 VRTX 17.01.2025/ DE000JK1ZBD3 /
| 8/28/2024 8:56:09 AM |
Chg.+0.06 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+3.59% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
440.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JK1ZBD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
-3.61 |
| Time value: |
1.93 |
| Break-even: |
374.37 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.20 |
| Spread %: |
11.56% |
| Delta: |
-0.29 |
| Theta: |
-0.10 |
| Omega: |
-6.36 |
| Rho: |
-0.55 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.90% |
| 1 Month |
|
|
+10.90% |
| 3 Months |
|
|
-36.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.55 |
| 1M High / 1M Low: |
2.59 |
1.27 |
| 6M High / 6M Low: |
6.15 |
1.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.30% |
| Volatility 6M: |
|
127.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
