JP Morgan Put 450 VRTX 17.04.2025
/ DE000JT7L9L3
JP Morgan Put 450 VRTX 17.04.2025/ DE000JT7L9L3 /
| 1/24/2025 8:44:19 AM |
Chg.-0.57 |
Bid7:12:29 PM |
Ask7:12:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.06EUR |
-15.70% |
3.05
Bid Size: 20,000 |
3.10
Ask Size: 20,000 |
Vertex Pharmaceutica... |
450.00 USD |
4/17/2025 |
Put |
Master data
| WKN: |
JT7L9L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 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: |
-13.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
0.99 |
| Time value: |
2.23 |
| Break-even: |
399.84 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.15 |
| Spread %: |
4.89% |
| Delta: |
-0.51 |
| Theta: |
-0.15 |
| Omega: |
-6.64 |
| Rho: |
-0.56 |
Quote data
| Open: |
3.06 |
| High: |
3.06 |
| Low: |
3.06 |
| Previous Close: |
3.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.61% |
| 1 Month |
|
|
-47.96% |
| 3 Months |
|
|
+0.99% |
| YTD |
|
|
-39.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.41 |
3.62 |
| 1M High / 1M Low: |
5.36 |
3.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
5.36 |
| Low (YTD): |
1/22/2025 |
3.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |