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: |
|
- |