JP Morgan Put 405 VRTX 20.06.2025
/ DE000JK2Y3Y8
JP Morgan Put 405 VRTX 20.06.2025/ DE000JK2Y3Y8 /
| 1/24/2025 11:09:41 AM |
Chg.-0.26 |
Bid6:58:38 PM |
Ask6:58:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-11.26% |
2.03
Bid Size: 20,000 |
2.09
Ask Size: 20,000 |
Vertex Pharmaceutica... |
405.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JK2Y3Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
405.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
-3.33 |
| Time value: |
2.16 |
| Break-even: |
367.23 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.19 |
| Spread %: |
9.76% |
| Delta: |
-0.30 |
| Theta: |
-0.11 |
| Omega: |
-5.91 |
| Rho: |
-0.60 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.52% |
| 1 Month |
|
|
-47.84% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-36.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.31 |
| 1M High / 1M Low: |
3.52 |
2.31 |
| 6M High / 6M Low: |
4.53 |
1.33 |
| High (YTD): |
1/2/2025 |
3.52 |
| Low (YTD): |
1/23/2025 |
2.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.11% |
| Volatility 6M: |
|
157.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |