JP Morgan Put 400 VRTX 17.04.2025
/ DE000JT89B84
JP Morgan Put 400 VRTX 17.04.2025/ DE000JT89B84 /
| 1/24/2025 10:00:41 AM |
Chg.-0.26 |
Bid7:16:18 PM |
Ask7:16:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-19.12% |
1.12
Bid Size: 15,000 |
1.17
Ask Size: 15,000 |
Vertex Pharmaceutica... |
400.00 USD |
4/17/2025 |
Put |
Master data
| WKN: |
JT89B8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
9/11/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
-3.81 |
| Time value: |
1.27 |
| Break-even: |
371.33 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.15 |
| Spread %: |
13.39% |
| Delta: |
-0.26 |
| Theta: |
-0.14 |
| Omega: |
-8.51 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.54% |
| 1 Month |
|
|
-63.33% |
| 3 Months |
|
|
-29.03% |
| YTD |
|
|
-52.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.34 |
| 1M High / 1M Low: |
2.42 |
1.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
2.42 |
| Low (YTD): |
1/22/2025 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |