JP Morgan Put 470 VRTX 20.06.2025
/ DE000JT1FHY9
JP Morgan Put 470 VRTX 20.06.2025/ DE000JT1FHY9 /
| 1/24/2025 10:46:40 AM |
Chg.-0.56 |
Bid7:12:29 PM |
Ask7:12:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.00EUR |
-10.07% |
4.94
Bid Size: 20,000 |
5.00
Ask Size: 20,000 |
Vertex Pharmaceutica... |
470.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JT1FHY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
470.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
6/5/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.94 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
2.91 |
| Time value: |
2.29 |
| Break-even: |
399.24 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.20 |
| Spread %: |
4.00% |
| Delta: |
-0.55 |
| Theta: |
-0.11 |
| Omega: |
-4.49 |
| Rho: |
-1.15 |
Quote data
| Open: |
5.00 |
| High: |
5.00 |
| Low: |
5.00 |
| Previous Close: |
5.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-37.34% |
| 3 Months |
|
|
+17.92% |
| YTD |
|
|
-29.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.25 |
5.56 |
| 1M High / 1M Low: |
7.32 |
5.56 |
| 6M High / 6M Low: |
8.76 |
2.96 |
| High (YTD): |
1/7/2025 |
7.32 |
| Low (YTD): |
1/23/2025 |
5.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.27% |
| Volatility 6M: |
|
128.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |