JP Morgan Put 450 VRTX 17.01.2025
/ DE000JT1GZC5
JP Morgan Put 450 VRTX 17.01.2025/ DE000JT1GZC5 /
| 16/08/2024 12:19:00 |
Chg.-0.04 |
Bid17:51:50 |
Ask17:51:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
-1.72% |
2.24
Bid Size: 15,000 |
2.31
Ask Size: 15,000 |
Vertex Pharmaceutica... |
450.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JT1GZC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
24/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-2.01 |
| Time value: |
2.50 |
| Break-even: |
385.12 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.20 |
| Spread %: |
8.70% |
| Delta: |
-0.35 |
| Theta: |
-0.10 |
| Omega: |
-5.96 |
| Rho: |
-0.73 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.93% |
| 1 Month |
|
|
+33.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.33 |
| 1M High / 1M Low: |
2.88 |
1.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| 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: |
|
280.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
