JP Morgan Put 490 VRTX 18.10.2024
/ DE000JT1XNR4
JP Morgan Put 490 VRTX 18.10.2024/ DE000JT1XNR4 /
| 9/13/2024 8:53:10 AM |
Chg.-0.19 |
Bid8:58:25 AM |
Ask8:58:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
-8.44% |
2.06
Bid Size: 1,000 |
2.21
Ask Size: 1,000 |
Vertex Pharmaceutica... |
490.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JT1XNR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
490.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
6/11/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
1.02 |
| Time value: |
1.19 |
| Break-even: |
420.18 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.15 |
| Spread %: |
7.28% |
| Delta: |
-0.56 |
| Theta: |
-0.22 |
| Omega: |
-10.96 |
| Rho: |
-0.25 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.82% |
| 1 Month |
|
|
-37.58% |
| 3 Months |
|
|
-38.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.25 |
| 1M High / 1M Low: |
3.30 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
