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: |
|
- |