JP Morgan Put 460 VRTX 16.01.2026
/ DE000JT0PLG9
JP Morgan Put 460 VRTX 16.01.2026/ DE000JT0PLG9 /
25/07/2024 08:40:50 |
Chg.-0.18 |
Bid18:23:04 |
Ask18:23:04 |
Underlying |
Strike price |
Expiration date |
Option type |
4.73EUR |
-3.67% |
4.53 Bid Size: 15,000 |
4.73 Ask Size: 15,000 |
Vertex Pharmaceutica... |
460.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
JT0PLG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
460.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
29/05/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.21 |
Parity: |
-2.84 |
Time value: |
5.44 |
Break-even: |
370.03 |
Moneyness: |
0.94 |
Premium: |
0.18 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.70 |
Spread %: |
14.77% |
Delta: |
-0.31 |
Theta: |
-0.05 |
Omega: |
-2.60 |
Rho: |
-2.90 |
Quote data
Open: |
4.73 |
High: |
4.73 |
Low: |
4.73 |
Previous Close: |
4.91 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.46% |
1 Month |
|
|
-6.89% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.96 |
4.80 |
1M High / 1M Low: |
5.23 |
4.42 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
39.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |