JP Morgan Put 440 VRTX 17.04.2025
/ DE000JT7L9M1
JP Morgan Put 440 VRTX 17.04.2025/ DE000JT7L9M1 /
| 1/24/2025 8:44:19 AM |
Chg.-0.50 |
Bid7:16:58 PM |
Ask7:16:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
-16.34% |
2.55
Bid Size: 20,000 |
2.60
Ask Size: 20,000 |
Vertex Pharmaceutica... |
440.00 USD |
4/17/2025 |
Put |
Master data
| WKN: |
JT7L9M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
8/20/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.03 |
| Time value: |
2.70 |
| Break-even: |
395.14 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.15 |
| Spread %: |
5.81% |
| Delta: |
-0.45 |
| Theta: |
-0.15 |
| Omega: |
-7.00 |
| Rho: |
-0.50 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
3.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.28% |
| 1 Month |
|
|
-50.58% |
| 3 Months |
|
|
-4.48% |
| YTD |
|
|
-41.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.78 |
3.04 |
| 1M High / 1M Low: |
4.66 |
3.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
4.66 |
| Low (YTD): |
1/22/2025 |
3.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |