JP Morgan Put 420 VRTX 17.05.2024
/ DE000JK592V0
JP Morgan Put 420 VRTX 17.05.2024/ DE000JK592V0 /
| 2024-05-06 10:46:43 AM |
Chg.-0.28 |
Bid9:06:19 PM |
Ask9:06:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-12.02% |
1.89
Bid Size: 20,000 |
1.93
Ask Size: 20,000 |
Vertex Pharmaceutica... |
420.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK592V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
1.76 |
| Time value: |
0.51 |
| Break-even: |
367.69 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.15 |
| Spread %: |
7.08% |
| Delta: |
-0.70 |
| Theta: |
-0.45 |
| Omega: |
-11.45 |
| Rho: |
-0.09 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.98% |
| 1 Month |
|
|
-17.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
1.97 |
| 1M High / 1M Low: |
2.97 |
1.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
