JP Morgan Put 480 VRTX 17.01.2025
/ DE000JT0SMN7
JP Morgan Put 480 VRTX 17.01.2025/ DE000JT0SMN7 /
| 2024-08-07 10:57:21 AM |
Chg.- |
Bid8:12:10 AM |
Ask8:12:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.89EUR |
- |
4.18
Bid Size: 1,000 |
4.48
Ask Size: 1,000 |
Vertex Pharmaceutica... |
480.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JT0SMN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
1.29 |
| Time value: |
2.84 |
| Break-even: |
397.99 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.27 |
| Spread %: |
7.13% |
| Delta: |
-0.48 |
| Theta: |
-0.09 |
| Omega: |
-4.96 |
| Rho: |
-1.09 |
Quote data
| Open: |
3.89 |
| High: |
3.89 |
| Low: |
3.89 |
| Previous Close: |
3.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.60% |
| 1 Month |
|
|
+13.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.89 |
2.45 |
| 1M High / 1M Low: |
3.89 |
2.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
