JP Morgan Put 380 VRTX 21.03.2025
/ DE000JF2C9U9
JP Morgan Put 380 VRTX 21.03.2025/ DE000JF2C9U9 /
| 1/24/2025 9:45:48 AM |
Chg.-0.120 |
Bid7:08:48 PM |
Ask7:08:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-20.34% |
0.450
Bid Size: 15,000 |
0.510
Ask Size: 15,000 |
Vertex Pharmaceutica... |
380.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JF2C9U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
1/21/2025 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-65.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
-5.73 |
| Time value: |
0.64 |
| Break-even: |
358.40 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.19 |
| Spread %: |
42.55% |
| Delta: |
-0.16 |
| Theta: |
-0.15 |
| Omega: |
-10.59 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |