JP Morgan Put 420 VRTX 21.03.2025
/ DE000JF2CA09
JP Morgan Put 420 VRTX 21.03.2025/ DE000JF2CA09 /
| 1/24/2025 9:45:47 AM |
Chg.-0.34 |
Bid7:24:03 PM |
Ask7:24:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-19.77% |
1.38
Bid Size: 20,000 |
1.43
Ask Size: 20,000 |
Vertex Pharmaceutica... |
420.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JF2CA0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 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: |
-28.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
-1.89 |
| Time value: |
1.48 |
| Break-even: |
388.45 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.14 |
| Spread %: |
10.79% |
| Delta: |
-0.34 |
| Theta: |
-0.19 |
| Omega: |
-9.63 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.72 |
| 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: |
|
- |