JP Morgan Put 350 VRTX 17.04.2025
/ DE000JV23P34
JP Morgan Put 350 VRTX 17.04.2025/ DE000JV23P34 /
| 1/24/2025 10:23:06 AM |
Chg.-0.100 |
Bid6:25:08 PM |
Ask6:25:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-25.00% |
0.300
Bid Size: 15,000 |
0.380
Ask Size: 15,000 |
Vertex Pharmaceutica... |
350.00 USD |
4/17/2025 |
Put |
Master data
| WKN: |
JV23P3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
10/9/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-84.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
-8.61 |
| Time value: |
0.50 |
| Break-even: |
331.03 |
| Moneyness: |
0.80 |
| Premium: |
0.22 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.20 |
| Spread %: |
66.67% |
| Delta: |
-0.11 |
| Theta: |
-0.09 |
| Omega: |
-9.15 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.15% |
| 1 Month |
|
|
-75.61% |
| 3 Months |
|
|
-58.90% |
| YTD |
|
|
-63.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.400 |
| 1M High / 1M Low: |
0.860 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.860 |
| Low (YTD): |
1/23/2025 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.681 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |