JP Morgan Put 440 VRTX 17.01.2025
/ DE000JK1ZBD3
JP Morgan Put 440 VRTX 17.01.2025/ DE000JK1ZBD3 /
| 2024-07-04 8:54:31 AM |
Chg.+0.12 |
Bid4:52:52 PM |
Ask4:52:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
+6.12% |
2.03
Bid Size: 1,000 |
2.33
Ask Size: 1,000 |
Vertex Pharmaceutica... |
440.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
-2.81 |
| Time value: |
2.40 |
| Break-even: |
383.74 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.30 |
| Spread %: |
14.29% |
| Delta: |
-0.31 |
| Theta: |
-0.08 |
| Omega: |
-5.72 |
| Rho: |
-0.87 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
-15.10% |
| 3 Months |
|
|
-61.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.96 |
| 1M High / 1M Low: |
2.46 |
1.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
