JP Morgan Put 450 VRTX 17.01.2025
/ DE000JT1GZC5
JP Morgan Put 450 VRTX 17.01.2025/ DE000JT1GZC5 /
| 10/18/2024 12:26:58 PM |
Chg.-0.20 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
450.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
5/24/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-3.04 |
| Time value: |
1.91 |
| Break-even: |
394.93 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.14 |
| Spread %: |
7.77% |
| Delta: |
-0.31 |
| Theta: |
-0.16 |
| Omega: |
-7.17 |
| Rho: |
-0.39 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.82% |
| 1 Month |
|
|
-26.27% |
| 3 Months |
|
|
-18.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.60 |
| 1M High / 1M Low: |
3.22 |
1.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
